+7.5%
SMR vs VTV
+74.1%
-66.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.7% |
| 7D | +13.1% | -0.7% | +13.7% | +14.3% |
| 30D | +17.8% | -0.5% | +18.2% | +18.7% |
| 3M | +8.1% | +5.3% | +2.8% | -2.5% |
| 6M | -11.1% | +12.9% | -24.0% | -28.9% |
| YTD | -23.7% | +18.5% | -42.2% | -43.5% |
| 1Y | -69.4% | +25.3% | -94.7% | -79.4% |
| 3Y | +82.6% | +68.2% | +14.4% | -15.1% |
| All | +7.5% | +74.1% | -66.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling