+108.7%
SMR vs VLTO
+69.5%
+39.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.8% | -7.5% |
| 7D | +10.3% | +0.8% | +9.5% | +10.1% |
| 30D | -25.7% | +18.7% | -44.4% | -30.5% |
| 3M | -49.7% | +21.7% | -71.4% | -53.5% |
| 6M | -59.8% | +35.8% | -95.7% | -65.4% |
| YTD | -66.0% | +18.3% | -84.2% | -68.0% |
| 1Y | -81.4% | +20.9% | -102.3% | -82.9% |
| All | +108.7% | +69.5% | +39.2% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling