-70.2%
SMR vs VMC
-13.8%
-56.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.7% |
| 7D | +4.7% | -3.7% | +8.4% | +7.1% |
| 30D | +3.2% | -12.8% | +16.0% | +12.7% |
| 3M | +9.9% | -7.9% | +17.8% | +12.6% |
| 6M | -15.1% | -7.5% | -7.6% | -13.4% |
| YTD | -27.9% | -11.6% | -16.3% | -24.7% |
| 1Y | -70.2% | -14.3% | -56.0% | -67.9% |
| All | -70.2% | -13.8% | -56.5% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling