+88.0%
VTR vs SM
+119.2%
-31.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -2.8% | +20.3% | -23.1% | -3.8% |
| 3M | +9.0% | +22.9% | -13.9% | +7.6% |
| 6M | +5.0% | +47.8% | -42.9% | +2.1% |
| YTD | +16.9% | +107.5% | -90.5% | +11.1% |
| 1Y | +34.3% | +51.7% | -17.4% | +30.1% |
| 3Y | +131.6% | -0.9% | +132.4% | +126.8% |
| 5Y | +88.0% | +112.2% | -24.2% | +69.6% |
| All | +88.0% | +119.2% | -31.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling