-20.2%
SMZ vs VOO
+10.8%
-31.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +4.2% |
| 7D | 0.0% | -0.2% | +0.2% | -1.3% |
| 30D | +37.1% | -0.8% | +37.8% | +30.4% |
| 3M | -24.5% | +3.8% | -28.3% | +5.7% |
| 6M | -18.7% | +7.7% | -26.4% | +53.9% |
| All | -20.2% | +10.8% | -31.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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