-13.9%
SM vs VO
+36.2%
-50.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -5.9% |
| 7D | -22.3% | -0.1% | -22.1% | -22.4% |
| 30D | -21.4% | +0.5% | -21.9% | -22.2% |
| 3M | +1.4% | -1.0% | +2.4% | +1.7% |
| 6M | +0.1% | +6.4% | -6.3% | -9.2% |
| YTD | +59.0% | +13.6% | +45.4% | +30.3% |
| 1Y | +64.3% | +14.5% | +49.9% | +33.1% |
| 3Y | -13.1% | +67.2% | -80.4% | -55.7% |
| 5Y | -13.9% | +36.1% | -49.9% | -32.9% |
| All | -13.9% | +36.2% | -50.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling