-31.0%
SM vs VT
+374.2%
-405.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -0.5% | +0.4% | -0.9% | -1.3% |
| 30D | +25.6% | +1.0% | +24.6% | +23.3% |
| 3M | +8.0% | +2.4% | +5.7% | +1.6% |
| 6M | +50.8% | +12.0% | +38.8% | +17.1% |
| YTD | +97.9% | +15.3% | +82.5% | +45.9% |
| 1Y | +33.8% | +22.6% | +11.2% | -11.5% |
| 3Y | -7.8% | +74.7% | -82.4% | -66.4% |
| 5Y | +104.8% | +66.1% | +38.6% | -17.3% |
| 10Y | +7.2% | +225.0% | -217.8% | -79.9% |
| All | -31.0% | +374.2% | -405.2% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling