-53.7%
SMR vs VMC
+60.4%
-114.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.0% |
| 7D | -8.3% | -1.3% | -7.0% | -7.4% |
| 30D | -20.1% | +15.5% | -35.5% | -26.7% |
| 3M | -52.7% | +0.6% | -53.3% | -52.9% |
| 6M | -61.0% | +2.1% | -63.1% | -62.1% |
| YTD | -67.1% | -1.6% | -65.5% | -67.0% |
| 1Y | -79.9% | -1.2% | -78.7% | -79.8% |
| 3Y | +101.7% | +35.3% | +66.4% | +76.5% |
| All | -53.7% | +60.4% | -114.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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