+66.6%
VTV vs SM
-0.7%
+67.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.1% | +2.1% | -4.2% | -2.3% |
| 30D | -1.3% | +18.1% | -19.5% | -2.9% |
| 3M | +5.6% | +17.0% | -11.3% | +3.7% |
| 6M | +12.4% | +55.4% | -43.0% | +5.8% |
| YTD | +17.6% | +108.6% | -90.9% | +5.9% |
| 1Y | +23.5% | +45.7% | -22.2% | +16.8% |
| All | +66.6% | -0.7% | +67.3% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling