+106.1%
SM vs VO
+42.6%
+63.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +26.3% | -0.3% | +26.6% | +26.6% |
| 3M | +8.7% | +2.9% | +5.7% | +3.7% |
| 6M | +51.7% | +9.3% | +42.3% | +31.8% |
| YTD | +99.0% | +14.2% | +84.9% | +63.0% |
| 1Y | +34.6% | +15.3% | +19.3% | +8.7% |
| 3Y | -7.8% | +56.2% | -64.0% | -48.9% |
| All | +106.1% | +42.6% | +63.5% | +47.1% |
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