+9.3%
SM vs VT
+215.5%
-206.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.6% |
| 7D | -25.9% | -2.3% | -23.6% | -23.3% |
| 30D | -15.1% | -5.0% | -10.2% | -8.2% |
| 3M | +4.9% | -4.9% | +9.7% | +12.2% |
| 6M | +6.1% | -1.5% | +7.7% | +3.5% |
| YTD | +63.4% | +8.5% | +54.9% | +26.9% |
| 1Y | +72.5% | +11.4% | +61.1% | +26.6% |
| 3Y | -16.9% | +70.1% | -87.0% | -73.9% |
| 5Y | -10.6% | +53.7% | -64.4% | -65.0% |
| All | +9.3% | +215.5% | -206.2% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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