-70.2%
SMR vs VO
+12.4%
-82.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -2.1% |
| 7D | +4.7% | -2.5% | +7.2% | +14.9% |
| 30D | +3.2% | -3.2% | +6.5% | +16.7% |
| 3M | +9.9% | +3.9% | +6.0% | -5.1% |
| 6M | -15.1% | +9.6% | -24.8% | -36.7% |
| YTD | -27.9% | +11.6% | -39.5% | -48.6% |
| 1Y | -70.2% | +12.6% | -82.9% | -78.7% |
| All | -70.2% | +12.4% | -82.6% | -78.7% |
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