+32.0%
SMC vs VT
+69.4%
-37.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -4.1% |
| 7D | -14.7% | -4.2% | -10.5% | -11.6% |
| 30D | -19.2% | -5.8% | -13.4% | -15.2% |
| 3M | -11.3% | -5.2% | -6.0% | -7.4% |
| 6M | -15.9% | +0.1% | -16.1% | -16.8% |
| YTD | +0.4% | +8.2% | -7.8% | -8.3% |
| 1Y | +20.6% | +10.1% | +10.5% | +8.0% |
| All | +32.0% | +69.4% | -37.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling