-96.8%
SMCX vs VT
+43.3%
-140.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +5.9% |
| 7D | +19.2% | +1.0% | +18.2% | +12.9% |
| 30D | +55.6% | -0.2% | +55.8% | +60.2% |
| 3M | -46.4% | +4.5% | -50.9% | -50.1% |
| 6M | -39.1% | +14.1% | -53.2% | -50.5% |
| YTD | -39.3% | +14.8% | -54.1% | -50.0% |
| 1Y | -74.2% | +21.2% | -95.4% | -82.2% |
| All | -96.8% | +43.3% | -140.1% | -98.2% |
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