-97.2%
SMCZ vs VT
+34.3%
-131.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.9% | -4.1% | +20.9% | -5.1% |
| 7D | +52.5% | -4.2% | +56.7% | +22.2% |
| 30D | +105.1% | -5.8% | +110.9% | +54.5% |
| 3M | -30.4% | -5.2% | -25.2% | -41.7% |
| 6M | -84.0% | +0.1% | -84.1% | -77.0% |
| YTD | -92.8% | +8.2% | -101.0% | -83.0% |
| 1Y | -87.4% | +10.1% | -97.5% | -67.3% |
| All | -97.2% | +34.3% | -131.5% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling