+1,481.1%
VTR vs SM
+578.2%
+902.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.4% | +26.3% | -28.8% | -5.9% |
| 3M | +14.8% | +8.7% | +6.1% | +12.7% |
| 6M | +5.3% | +51.7% | -46.3% | -2.3% |
| YTD | +18.1% | +99.0% | -81.0% | +4.8% |
| 1Y | +36.7% | +34.6% | +2.1% | +27.9% |
| 3Y | +130.1% | -7.8% | +137.8% | +119.7% |
| 5Y | +89.5% | +104.8% | -15.3% | +51.5% |
| 10Y | +87.4% | +7.2% | +80.1% | +12.5% |
| All | +1,481.1% | +578.2% | +902.9% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling