+7.5%
SMR vs VMC
+43.6%
-36.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | -0.1% | -1.4% |
| 7D | +13.1% | -5.3% | +18.4% | +16.6% |
| 30D | +17.8% | -12.3% | +30.0% | +27.2% |
| 3M | +8.1% | -10.3% | +18.4% | +14.1% |
| 6M | -11.1% | -8.6% | -2.5% | -7.3% |
| YTD | -23.7% | -11.9% | -11.8% | -18.3% |
| 1Y | -69.4% | -13.9% | -55.5% | -66.9% |
| 3Y | +82.6% | +18.2% | +64.4% | +72.1% |
| All | +7.5% | +43.6% | -36.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling