-7.1%
SM vs VLTO
+57.1%
-64.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.4% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | -17.3% | +20.9% | -38.3% | -22.3% |
| 3M | -3.6% | +21.4% | -25.0% | -9.6% |
| 6M | +2.9% | +37.6% | -34.7% | -8.7% |
| YTD | +70.2% | +19.5% | +50.7% | +59.9% |
| 1Y | +66.5% | +22.0% | +44.5% | +54.2% |
| 3Y | -8.2% | +70.7% | -78.9% | -21.4% |
| All | -7.1% | +57.1% | -64.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling