-97.6%
SMCZ vs VT
+40.0%
-137.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +21.6% |
| 7D | +39.4% | -0.3% | +39.7% | +36.1% |
| 30D | +73.4% | -1.4% | +74.9% | +64.0% |
| 3M | -35.5% | -1.4% | -34.2% | -34.1% |
| 6M | -86.2% | +5.5% | -91.6% | -74.5% |
| YTD | -93.8% | +12.8% | -106.7% | -82.1% |
| 1Y | -86.7% | +15.4% | -102.1% | -56.9% |
| All | -97.6% | +40.0% | -137.6% | -81.4% |
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 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