-43.9%
SM vs VT
+345.0%
-388.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +2.1% |
| 7D | -25.1% | -4.2% | -21.0% | -20.3% |
| 30D | -15.6% | -5.8% | -9.8% | -7.9% |
| 3M | +2.7% | -5.2% | +7.9% | +10.1% |
| 6M | -3.8% | +0.1% | -4.0% | -8.7% |
| YTD | +61.8% | +8.2% | +53.6% | +30.3% |
| 1Y | +71.4% | +10.1% | +61.2% | +33.5% |
| 3Y | -20.7% | +69.7% | -90.4% | -70.0% |
| 5Y | -11.5% | +53.4% | -64.9% | -59.9% |
| 10Y | +10.2% | +219.2% | -209.0% | -79.0% |
| All | -43.9% | +345.0% | -388.9% | -94.3% |
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