+11.1%
SMR vs VO
+51.4%
-40.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.6% | +15.8% | +16.3% |
| 7D | +21.4% | +0.6% | +20.8% | +19.9% |
| 30D | +13.8% | -1.1% | +14.9% | +16.1% |
| 3M | +3.9% | +4.5% | -0.6% | -3.5% |
| 6M | -4.2% | +11.1% | -15.3% | -17.9% |
| YTD | -21.1% | +13.5% | -34.6% | -33.7% |
| 1Y | -67.1% | +14.5% | -81.6% | -72.3% |
| 3Y | +88.9% | +58.1% | +30.7% | +18.3% |
| All | +11.1% | +51.4% | -40.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling