+1,142.3%
VST vs SM
+10.6%
+1,131.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.8% | +1.1% |
| 7D | +10.9% | +0.3% | +10.6% | +10.9% |
| 30D | -15.6% | -17.3% | +1.7% | -13.6% |
| 3M | -7.8% | -3.6% | -4.2% | -7.6% |
| 6M | -12.0% | +2.9% | -14.9% | -13.1% |
| YTD | -16.9% | +70.2% | -87.1% | -23.9% |
| 1Y | -25.1% | +66.5% | -91.6% | -31.3% |
| 3Y | +297.1% | -8.2% | +305.3% | +289.3% |
| 5Y | +641.9% | -1.5% | +643.4% | +605.6% |
| 10Y | +1,142.3% | +11.9% | +1,130.4% | +765.8% |
| All | +1,142.3% | +10.6% | +1,131.7% | +765.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling