+140.2%
SMDV vs VT
+220.4%
-80.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +0.1% | -2.3% | +2.4% | +2.0% |
| 30D | +3.2% | -5.0% | +8.2% | +7.6% |
| 3M | -5.0% | -4.9% | -0.1% | -1.1% |
| 6M | +3.2% | -1.5% | +4.7% | +3.9% |
| YTD | +14.4% | +8.5% | +5.9% | +5.7% |
| 1Y | +17.2% | +11.4% | +5.8% | +5.7% |
| 3Y | +40.5% | +70.1% | -29.5% | -12.1% |
| 5Y | +25.6% | +53.7% | -28.2% | -14.9% |
| 10Y | +104.9% | +220.0% | -115.0% | -20.8% |
| All | +140.2% | +220.4% | -80.2% | -6.6% |
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