-14.4%
SMR vs VTR
+93.6%
-108.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.6% |
| 7D | -11.2% | -0.3% | -10.9% | -11.2% |
| 30D | -10.2% | +1.1% | -11.3% | -10.4% |
| 3M | -10.0% | +7.9% | -17.9% | -12.8% |
| 6M | -30.5% | +6.2% | -36.6% | -32.6% |
| YTD | -39.2% | +17.7% | -57.0% | -43.4% |
| 1Y | -75.5% | +32.9% | -108.4% | -78.4% |
| 3Y | +45.4% | +129.7% | -84.2% | -3.6% |
| All | -14.4% | +93.6% | -108.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling