+1,216.9%
VST vs SM
+5.3%
+1,211.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.8% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.2% | +26.3% | -20.1% | +3.1% |
| 3M | -2.7% | +8.7% | -11.4% | -4.2% |
| 6M | -8.4% | +51.7% | -60.0% | -14.2% |
| YTD | -7.2% | +99.0% | -106.2% | -16.4% |
| 1Y | -20.9% | +34.6% | -55.5% | -25.4% |
| 3Y | +384.0% | -7.8% | +391.7% | +373.3% |
| 5Y | +757.1% | +104.8% | +652.3% | +655.3% |
| All | +1,216.9% | +5.3% | +1,211.5% | +854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling