-4.3%
SM vs VT
+57.5%
-61.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.9% |
| 7D | -19.5% | -0.1% | -19.4% | -19.8% |
| 30D | -20.2% | -3.1% | -17.2% | -18.0% |
| 3M | -6.5% | -3.5% | -3.0% | -4.0% |
| 6M | +1.6% | +0.5% | +1.1% | -2.1% |
| YTD | +61.2% | +10.8% | +50.5% | +33.4% |
| 1Y | +65.4% | +11.9% | +53.5% | +34.5% |
| 3Y | -13.0% | +73.0% | -86.0% | -61.2% |
| 5Y | -4.3% | +58.6% | -62.9% | -44.1% |
| All | -4.3% | +57.5% | -61.8% | -44.1% |
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