-11.6%
SM vs VLTO
+54.1%
-65.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -25.1% | +12.0% | -37.1% | -27.9% |
| 30D | -15.6% | +20.8% | -36.4% | -20.7% |
| 3M | +2.7% | +20.1% | -17.4% | -3.5% |
| 6M | -3.8% | +32.6% | -36.5% | -13.5% |
| YTD | +61.8% | +17.3% | +44.5% | +52.8% |
| 1Y | +71.4% | +17.3% | +54.1% | +61.4% |
| 3Y | -20.7% | +66.9% | -87.6% | -31.6% |
| All | -11.6% | +54.1% | -65.8% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling