-20.9%
VST vs SMR
-76.3%
+55.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +8.9% | +4.4% | +4.5% | +8.1% |
| 30D | +6.2% | +3.4% | +2.8% | +5.2% |
| 3M | -2.7% | -19.2% | +16.4% | -0.6% |
| 6M | -8.4% | -22.6% | +14.3% | -7.0% |
| YTD | -7.2% | -31.5% | +24.3% | -5.5% |
| 1Y | -20.9% | -73.1% | +52.2% | -7.3% |
| All | -20.9% | -76.3% | +55.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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