+12.5%
SM vs VO
+192.5%
-180.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.6% |
| 7D | -0.2% | +0.6% | -0.8% | -1.3% |
| 30D | +31.5% | -1.1% | +32.6% | +33.6% |
| 3M | +17.3% | +4.5% | +12.8% | +6.6% |
| 6M | +48.5% | +11.1% | +37.5% | +18.3% |
| YTD | +106.3% | +13.5% | +92.7% | +57.5% |
| 1Y | +47.3% | +14.5% | +32.8% | +10.4% |
| 3Y | -1.4% | +58.1% | -59.5% | -58.6% |
| 5Y | +114.0% | +43.3% | +70.8% | +7.7% |
| 10Y | +12.5% | +193.2% | -180.7% | -76.5% |
| All | +12.5% | +192.5% | -180.0% | -76.5% |
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