+11.9%
SM vs VO
+202.1%
-190.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +3.4% |
| 7D | +0.3% | +0.2% | +0.1% | -0.3% |
| 30D | -17.3% | +2.0% | -19.3% | -20.8% |
| 3M | -3.6% | -0.3% | -3.3% | -4.6% |
| 6M | +2.9% | +7.3% | -4.4% | -11.9% |
| YTD | +70.2% | +15.0% | +55.2% | +25.7% |
| 1Y | +66.5% | +14.7% | +51.8% | +23.2% |
| 3Y | -8.2% | +67.3% | -75.5% | -65.4% |
| 5Y | -1.5% | +38.8% | -40.3% | -47.5% |
| 10Y | +11.9% | +201.6% | -189.7% | -72.7% |
| All | +11.9% | +202.1% | -190.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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