-11.5%
SM vs VT
+53.2%
-64.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -0.2% |
| 7D | -25.1% | -4.2% | -21.0% | -21.9% |
| 30D | -15.6% | -5.8% | -9.8% | -10.4% |
| 3M | +2.7% | -5.2% | +7.9% | +7.7% |
| 6M | -3.8% | +0.1% | -4.0% | -7.5% |
| YTD | +61.8% | +8.2% | +53.6% | +37.3% |
| 1Y | +71.4% | +10.1% | +61.2% | +41.4% |
| 3Y | -20.7% | +69.7% | -90.4% | -64.1% |
| 5Y | -11.5% | +53.4% | -64.9% | -43.7% |
| All | -11.5% | +53.2% | -64.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling