+1,575.5%
SMBC vs VT
+345.0%
+1,230.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.0% |
| 7D | -1.7% | -4.2% | +2.5% | 0.0% |
| 30D | -1.4% | -5.8% | +4.4% | +1.0% |
| 3M | -10.1% | -5.2% | -4.9% | -8.2% |
| 6M | +3.4% | +0.1% | +3.2% | +3.0% |
| YTD | +20.8% | +8.2% | +12.6% | +16.5% |
| 1Y | +33.4% | +10.1% | +23.2% | +27.7% |
| 3Y | +68.2% | +69.7% | -1.5% | +37.3% |
| 5Y | +29.5% | +53.4% | -23.9% | +9.1% |
| 10Y | +241.7% | +219.2% | +22.5% | +143.7% |
| All | +1,575.5% | +345.0% | +1,230.6% | +1,047.9% |
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