+635.3%
VST vs SMR
-3.5%
+638.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 6M | -8.4% | -22.6% | +14.3% | -6.9% |
| YTD | -7.2% | -31.5% | +24.3% | -5.1% |
| 1Y | -20.9% | -73.1% | +52.2% | -6.9% |
| 3Y | +384.0% | +55.0% | +329.0% | +326.7% |
| All | +635.3% | -3.5% | +638.8% | +575.0% |
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