+1,466.8%
VTR vs SM
+509.1%
+957.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.2% | +9.4% | -9.2% | -1.2% |
| 30D | +5.5% | -14.4% | +19.8% | +7.4% |
| 3M | -0.9% | +1.6% | -2.5% | -1.9% |
| 6M | -0.4% | +6.3% | -6.8% | -2.7% |
| YTD | +17.0% | +78.8% | -61.8% | +4.8% |
| 1Y | +18.0% | +83.1% | -65.2% | +5.1% |
| 3Y | +127.4% | -5.9% | +133.3% | +115.4% |
| 5Y | +92.3% | +4.8% | +87.4% | +70.8% |
| 10Y | +129.6% | +17.5% | +112.0% | +35.6% |
| All | +1,466.8% | +509.1% | +957.7% | +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