-34.9%
VST vs SMR
-87.0%
+52.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.5% | -9.4% | -12.9% |
| 7D | -15.7% | -9.5% | -6.2% | -14.0% |
| 30D | -17.0% | -33.2% | +16.2% | -10.5% |
| 3M | -15.9% | -45.9% | +30.1% | -6.9% |
| 6M | -25.0% | -57.9% | +32.9% | -14.7% |
| YTD | -25.1% | -63.8% | +38.7% | -15.5% |
| 1Y | -34.9% | -85.6% | +50.7% | -9.4% |
| All | -34.9% | -87.0% | +52.2% | -9.4% |
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