+556.1%
VST vs SMR
-53.6%
+609.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.5% |
| 7D | +6.6% | -8.3% | +14.8% | +8.3% |
| 30D | -12.4% | -20.1% | +7.7% | -8.8% |
| 3M | -9.0% | -52.7% | +43.7% | +3.2% |
| 6M | -6.4% | -61.0% | +54.6% | +8.3% |
| YTD | -17.2% | -67.1% | +49.9% | -4.1% |
| 1Y | -22.0% | -79.9% | +57.9% | -1.9% |
| 3Y | +296.7% | +101.7% | +194.9% | +260.8% |
| All | +556.1% | -53.6% | +609.8% | +582.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling