+588.9%
VST vs SM
-11.5%
+600.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.3% |
| 7D | -9.8% | -25.9% | +16.1% | -3.8% |
| 30D | -25.1% | -15.1% | -10.0% | -22.5% |
| 3M | -11.6% | +4.9% | -16.4% | -13.0% |
| 6M | -20.9% | +6.1% | -27.1% | -23.5% |
| YTD | -22.3% | +63.4% | -85.7% | -34.4% |
| 1Y | -32.0% | +72.5% | -104.5% | -43.9% |
| 3Y | +262.4% | -16.9% | +279.3% | +255.5% |
| All | +588.9% | -11.5% | +600.4% | +553.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling