+128.1%
VTR vs SM
-1.2%
+129.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -2.8% | +20.3% | -23.1% | -2.9% |
| 3M | +9.0% | +22.9% | -13.9% | +8.8% |
| 6M | +5.0% | +47.8% | -42.9% | +4.4% |
| YTD | +16.9% | +107.5% | -90.5% | +15.4% |
| 1Y | +34.3% | +51.7% | -17.4% | +33.4% |
| All | +128.1% | -1.2% | +129.3% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling