+1.5%
SMR vs VWO
+44.7%
-43.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -2.9% |
| 7D | +4.7% | -1.7% | +6.4% | +7.9% |
| 30D | +3.2% | -0.3% | +3.5% | +4.2% |
| 3M | +9.9% | +4.0% | +5.9% | +5.0% |
| 6M | -15.1% | +8.1% | -23.2% | -20.9% |
| YTD | -27.9% | +11.6% | -39.6% | -35.4% |
| 1Y | -70.2% | +16.2% | -86.5% | -74.4% |
| 3Y | +72.5% | +63.3% | +9.2% | +6.5% |
| All | +1.5% | +44.7% | -43.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling