-14.4%
SMR vs VO
+50.0%
-64.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -17.1% |
| 7D | -11.2% | -1.5% | -9.7% | -9.0% |
| 30D | -10.2% | -3.0% | -7.2% | -5.2% |
| 3M | -10.0% | +2.8% | -12.9% | -14.1% |
| 6M | -30.5% | +10.9% | -41.4% | -40.3% |
| YTD | -39.2% | +12.5% | -51.7% | -48.2% |
| 1Y | -75.5% | +12.0% | -87.5% | -78.7% |
| 3Y | +45.4% | +56.3% | -10.8% | -7.3% |
| All | -14.4% | +50.0% | -64.4% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling