+162.4%
VTRS vs SM
+1,680.5%
-1,518.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -3.5% | -0.2% | -3.2% | -3.4% |
| 30D | +2.1% | +20.3% | -18.2% | -0.4% |
| 3M | +2.6% | +22.9% | -20.3% | -0.6% |
| 6M | +17.8% | +47.8% | -30.1% | +10.4% |
| YTD | +35.7% | +107.5% | -71.8% | +21.4% |
| 1Y | +63.5% | +51.7% | +11.8% | +51.8% |
| 3Y | +85.1% | -0.9% | +86.0% | +77.5% |
| 5Y | +42.5% | +112.2% | -69.8% | +18.6% |
| 10Y | -48.2% | +20.3% | -68.5% | -65.4% |
| All | +162.4% | +1,680.5% | -1,518.1% | +15.8% |
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