-77.1%
SMC vs VT
+354.2%
-431.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.4% | +0.4% | -0.1% | -0.4% |
| 30D | +13.3% | +1.0% | +12.3% | +11.5% |
| 3M | +13.8% | +2.4% | +11.4% | +8.7% |
| 6M | +7.5% | +12.0% | -4.5% | -11.0% |
| YTD | +28.2% | +15.3% | +12.8% | +1.2% |
| 1Y | +47.1% | +22.6% | +24.5% | +5.9% |
| 3Y | +148.4% | +74.7% | +73.7% | +2.0% |
| 5Y | +0.3% | +66.1% | -65.9% | -57.1% |
| 10Y | -85.2% | +225.0% | -310.2% | -97.2% |
| All | -77.1% | +354.2% | -431.3% | -96.5% |
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