+46.4%
VTRS vs SM
+108.4%
-62.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +2.0% | +22.5% | -20.5% | -0.7% |
| 6M | +19.9% | +50.6% | -30.6% | +12.8% |
| YTD | +35.7% | +108.1% | -72.4% | +21.9% |
| 1Y | +68.1% | +46.0% | +22.1% | +57.6% |
| 3Y | +87.1% | +2.9% | +84.2% | +77.3% |
| All | +46.4% | +108.4% | -62.0% | +24.0% |
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