+301.9%
SMFG vs VT
+221.4%
+80.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.0% |
| 30D | +4.1% | -0.2% | +4.3% | +4.3% |
| 3M | +15.3% | +4.5% | +10.7% | +10.8% |
| 6M | +33.4% | +14.1% | +19.4% | +18.6% |
| YTD | +38.6% | +14.8% | +23.8% | +22.7% |
| 1Y | +60.7% | +21.2% | +39.5% | +35.7% |
| 3Y | +201.0% | +76.6% | +124.4% | +86.3% |
| 5Y | +294.6% | +66.6% | +228.0% | +154.8% |
| 10Y | +301.9% | +222.3% | +79.6% | +35.6% |
| All | +301.9% | +221.4% | +80.4% | +35.6% |
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 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