-52.1%
SMR vs VO
+52.0%
-104.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -7.0% | -6.2% |
| 7D | +10.3% | +2.9% | +7.4% | +4.7% |
| 30D | -25.7% | +1.0% | -26.7% | -26.2% |
| 3M | -49.7% | -1.7% | -48.0% | -47.5% |
| 6M | -59.8% | +6.7% | -66.5% | -63.2% |
| YTD | -66.0% | +14.0% | -80.0% | -71.3% |
| 1Y | -81.4% | +13.7% | -95.1% | -84.1% |
| 3Y | +130.6% | +65.8% | +64.8% | +40.0% |
| All | -52.1% | +52.0% | -104.1% | -71.2% |
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