-32.0%
VST vs SM
+72.1%
-104.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.6% |
| 7D | -9.8% | -25.9% | +16.1% | -12.9% |
| 30D | -25.1% | -15.1% | -10.0% | -25.7% |
| 3M | -11.6% | +4.9% | -16.4% | -8.4% |
| 6M | -20.9% | +6.1% | -27.1% | -16.8% |
| YTD | -22.3% | +63.4% | -85.7% | -8.7% |
| 1Y | -32.0% | +72.5% | -104.5% | -20.3% |
| All | -32.0% | +72.1% | -104.1% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling