+55.8%
SMR vs VLTO
+69.5%
-13.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.5% | +15.8% | +16.1% |
| 7D | -9.6% | +5.4% | -15.0% | -11.4% |
| 30D | -33.8% | +22.3% | -56.1% | -39.2% |
| 3M | -46.4% | +19.6% | -66.0% | -50.3% |
| 6M | -62.4% | +35.2% | -97.6% | -67.9% |
| YTD | -64.1% | +17.9% | -82.0% | -66.4% |
| 1Y | -84.3% | +19.5% | -103.9% | -85.6% |
| 3Y | +55.8% | +73.9% | -18.1% | -20.8% |
| All | +55.8% | +69.5% | -13.6% | -20.8% |
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