-50.0%
VTRS vs SM
+23.0%
-73.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.2% | +4.6% | -6.7% | -2.7% |
| 30D | +3.3% | +18.2% | -14.9% | +1.2% |
| 3M | +2.0% | +22.5% | -20.5% | -0.8% |
| 6M | +19.9% | +50.6% | -30.6% | +12.9% |
| YTD | +35.7% | +108.1% | -72.4% | +22.5% |
| 1Y | +68.1% | +46.0% | +22.1% | +57.8% |
| 3Y | +87.1% | +2.9% | +84.2% | +79.1% |
| 5Y | +47.6% | +112.6% | -65.0% | +25.0% |
| All | -50.0% | +23.0% | -73.0% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling