-61.0%
SMR vs VO
+6.7%
-67.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.4% |
| 7D | -8.3% | +3.1% | -11.4% | -16.9% |
| 30D | -20.1% | +2.2% | -22.3% | -24.6% |
| 3M | -52.7% | -2.5% | -50.2% | -46.2% |
| 6M | -61.0% | +7.0% | -68.0% | -70.1% |
| All | -61.0% | +6.7% | -67.8% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling