-2.3%
SM vs VLTO
+55.4%
-57.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.2% | +5.5% |
| 7D | +10.6% | +0.8% | +9.8% | +10.3% |
| 30D | -15.0% | +18.7% | -33.7% | -19.6% |
| 3M | +1.7% | +21.7% | -20.0% | -4.8% |
| 6M | +5.9% | +35.8% | -30.0% | -5.7% |
| YTD | +79.0% | +18.3% | +60.7% | +68.6% |
| 1Y | +84.7% | +20.9% | +63.8% | +71.3% |
| 3Y | -3.5% | +68.8% | -72.3% | -17.1% |
| All | -2.3% | +55.4% | -57.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling