-85.6%
SMR vs VO
+16.3%
-101.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -7.6% |
| 7D | -9.5% | +1.0% | -10.5% | -12.8% |
| 30D | -33.2% | +2.6% | -35.8% | -39.2% |
| 3M | -45.9% | -0.3% | -45.7% | -45.3% |
| 6M | -57.9% | +7.6% | -65.5% | -67.6% |
| YTD | -63.8% | +14.7% | -78.5% | -77.6% |
| 1Y | -85.6% | +16.4% | -102.0% | -91.4% |
| All | -85.6% | +16.3% | -101.9% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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