-87.2%
SMC vs VT
+215.5%
-302.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +0.9% |
| 7D | -12.5% | -2.3% | -10.2% | -9.2% |
| 30D | -16.0% | -5.0% | -11.0% | -9.0% |
| 3M | -11.7% | -4.9% | -6.8% | -4.8% |
| 6M | -13.1% | -1.5% | -11.6% | -12.6% |
| YTD | +1.7% | +8.5% | -6.8% | -14.3% |
| 1Y | +27.9% | +11.4% | +16.5% | +2.8% |
| 3Y | +33.7% | +70.1% | -36.4% | -49.4% |
| 5Y | -9.5% | +53.7% | -63.2% | -60.9% |
| All | -87.2% | +215.5% | -302.8% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling