+16.2%
SMR vs VLTO
+56.1%
-39.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +6.7% |
| 7D | +1.7% | +2.0% | -0.4% | +0.7% |
| 30D | -24.4% | +21.8% | -46.2% | -32.6% |
| 3M | -44.6% | +20.2% | -64.8% | -50.2% |
| 6M | -56.7% | +36.3% | -93.0% | -65.0% |
| YTD | -61.6% | +18.8% | -80.4% | -65.5% |
| 1Y | -82.1% | +20.4% | -102.5% | -84.2% |
| 3Y | +161.5% | +71.9% | +89.6% | +20.1% |
| All | +16.2% | +56.1% | -39.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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