+547.1%
VST vs SMR
-48.1%
+595.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.3% |
| 7D | -6.0% | -2.8% | -3.2% | -5.5% |
| 30D | -18.8% | -27.5% | +8.7% | -14.0% |
| 3M | -8.0% | -43.1% | +35.1% | +0.8% |
| 6M | -10.9% | -58.4% | +47.5% | +1.9% |
| YTD | -18.3% | -63.2% | +44.8% | -7.3% |
| 1Y | -29.9% | -81.6% | +51.7% | -10.4% |
| 3Y | +290.3% | +149.8% | +140.5% | +244.5% |
| All | +547.1% | -48.1% | +595.2% | +559.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling