-10.8%
SM vs VLTO
+54.8%
-65.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -25.9% | +5.4% | -31.3% | -27.2% |
| 30D | -15.1% | +22.3% | -37.4% | -20.5% |
| 3M | +4.9% | +19.6% | -14.8% | -1.3% |
| 6M | +6.1% | +35.2% | -29.0% | -5.3% |
| YTD | +63.4% | +17.9% | +45.6% | +54.1% |
| 1Y | +72.5% | +19.5% | +52.9% | +60.9% |
| 3Y | -16.9% | +73.9% | -90.8% | -28.4% |
| All | -10.8% | +54.8% | -65.6% | -25.3% |
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 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