+107.3%
SMR vs VLTO
+27.2%
+80.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +4.4% | -2.3% | +6.7% | +5.9% |
| 30D | +3.4% | -0.9% | +4.3% | +4.1% |
| 3M | -19.2% | +13.8% | -33.0% | -27.3% |
| 6M | -22.6% | +2.0% | -24.7% | -24.4% |
| YTD | -31.5% | -3.2% | -28.4% | -30.5% |
| 1Y | -73.1% | -9.2% | -63.9% | -71.2% |
| All | +107.3% | +27.2% | +80.1% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling