+1.5%
SMR vs VTV
+72.8%
-71.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.2% |
| 7D | +4.7% | -2.1% | +6.8% | +8.9% |
| 30D | +3.2% | -1.3% | +4.6% | +5.9% |
| 3M | +9.9% | +5.6% | +4.3% | -1.5% |
| 6M | -15.1% | +12.4% | -27.5% | -31.5% |
| YTD | -27.9% | +17.6% | -45.6% | -45.9% |
| 1Y | -70.2% | +23.5% | -93.7% | -79.4% |
| 3Y | +72.5% | +67.0% | +5.4% | -18.7% |
| All | +1.5% | +72.8% | -71.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling