+262.4%
VST vs SM
-20.0%
+282.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.3% |
| 7D | -9.8% | -25.9% | +16.1% | -3.1% |
| 30D | -25.1% | -15.1% | -10.0% | -22.1% |
| 3M | -11.6% | +4.9% | -16.4% | -13.2% |
| 6M | -20.9% | +6.1% | -27.1% | -24.1% |
| YTD | -22.3% | +63.4% | -85.7% | -38.5% |
| 1Y | -32.0% | +72.5% | -104.5% | -48.0% |
| 3Y | +262.4% | -16.9% | +279.3% | +288.2% |
| All | +262.4% | -20.0% | +282.4% | +288.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling