+45.4%
SMR vs VTV
+67.6%
-22.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -17.8% |
| 7D | -11.2% | -1.1% | -10.1% | -8.8% |
| 30D | -10.2% | -1.0% | -9.2% | -7.9% |
| 3M | -10.0% | +4.6% | -14.7% | -22.4% |
| 6M | -30.5% | +13.5% | -44.0% | -52.1% |
| YTD | -39.2% | +18.5% | -57.7% | -62.5% |
| 1Y | -75.5% | +22.9% | -98.4% | -86.3% |
| 3Y | +45.4% | +67.8% | -22.4% | -79.0% |
| All | +45.4% | +67.6% | -22.2% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling