-82.1%
SMC vs VT
+326.2%
-408.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -1.5% |
| 7D | -14.7% | -4.2% | -10.5% | -9.3% |
| 30D | -19.2% | -5.8% | -13.4% | -12.0% |
| 3M | -11.3% | -5.2% | -6.0% | -4.5% |
| 6M | -15.9% | +0.1% | -16.1% | -17.5% |
| YTD | +0.4% | +8.2% | -7.8% | -13.4% |
| 1Y | +20.6% | +10.1% | +10.5% | +1.2% |
| 3Y | +34.6% | +69.7% | -35.0% | -42.2% |
| 5Y | -10.6% | +53.4% | -64.0% | -56.9% |
| 10Y | -87.2% | +219.2% | -306.4% | -97.5% |
| All | -82.1% | +326.2% | -408.3% | -97.0% |
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 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