+7.5%
SMR vs VTRS
+79.4%
-72.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +13.1% | -3.5% | +16.5% | +14.0% |
| 30D | +17.8% | +2.1% | +15.6% | +17.1% |
| 3M | +8.1% | +2.6% | +5.5% | +6.9% |
| 6M | -11.1% | +17.8% | -28.9% | -15.9% |
| YTD | -23.7% | +35.7% | -59.4% | -30.8% |
| 1Y | -69.4% | +63.5% | -132.9% | -73.8% |
| 3Y | +82.6% | +85.1% | -2.5% | +39.4% |
| All | +7.5% | +79.4% | -72.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 all: compounded portfolio wealth divided by compounded VTRS 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…
all analysis · Full analysis span regression · 6 months rolling