-14.4%
SMR vs VWO
+45.6%
-60.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -16.8% |
| 7D | -11.2% | -1.8% | -9.5% | -8.6% |
| 30D | -10.2% | -0.1% | -10.1% | -9.9% |
| 3M | -10.0% | +2.2% | -12.3% | -11.9% |
| 6M | -30.5% | +8.8% | -39.2% | -36.0% |
| YTD | -39.2% | +12.4% | -51.6% | -46.2% |
| 1Y | -75.5% | +15.6% | -91.1% | -78.9% |
| 3Y | +45.4% | +62.5% | -17.1% | -10.8% |
| All | -14.4% | +45.6% | -60.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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