+108.7%
SMR vs VO
+66.5%
+42.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -7.0% | -5.2% |
| 7D | +10.3% | +2.9% | +7.4% | +1.1% |
| 30D | -25.7% | +1.0% | -26.7% | -26.9% |
| 3M | -49.7% | -1.7% | -48.0% | -46.3% |
| 6M | -59.8% | +6.7% | -66.5% | -66.0% |
| YTD | -66.0% | +14.0% | -80.0% | -75.3% |
| 1Y | -81.4% | +13.7% | -95.1% | -86.2% |
| All | +108.7% | +66.5% | +42.1% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling