+515.6%
VST vs SMR
-49.5%
+565.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +16.2% | -5.7% | +7.5% |
| 7D | -9.8% | -9.6% | -0.2% | -8.1% |
| 30D | -25.1% | -33.8% | +8.6% | -19.4% |
| 3M | -11.6% | -46.4% | +34.8% | -2.2% |
| 6M | -20.9% | -62.4% | +41.5% | -7.9% |
| YTD | -22.3% | -64.1% | +41.8% | -11.4% |
| 1Y | -32.0% | -84.3% | +52.3% | -10.7% |
| 3Y | +262.4% | +55.8% | +206.6% | +232.7% |
| All | +515.6% | -49.5% | +565.1% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling