+199.8%
SM vs VO
+827.2%
-627.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | +26.3% | -0.3% | +26.6% | +26.7% |
| 3M | +8.7% | +2.9% | +5.7% | +2.3% |
| 6M | +51.7% | +9.3% | +42.3% | +26.9% |
| YTD | +99.0% | +14.2% | +84.9% | +55.5% |
| 1Y | +34.6% | +15.3% | +19.3% | +3.3% |
| 3Y | -7.8% | +56.2% | -64.0% | -55.4% |
| 5Y | +104.8% | +42.4% | +62.3% | +15.2% |
| 10Y | +7.2% | +194.7% | -187.5% | -72.3% |
| All | +199.8% | +827.2% | -627.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling