-73.1%
SMR vs VTR
+36.9%
-110.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -2.5% |
| 7D | +4.4% | -1.7% | +6.1% | +2.7% |
| 30D | +3.4% | -2.4% | +5.9% | +1.2% |
| 3M | -19.2% | +14.8% | -34.0% | -7.2% |
| 6M | -22.6% | +5.3% | -28.0% | -14.2% |
| YTD | -31.5% | +18.1% | -49.6% | -16.6% |
| 1Y | -73.1% | +36.7% | -109.8% | -60.6% |
| All | -73.1% | +36.9% | -110.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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