+276.0%
SMFG vs VT
+223.7%
+52.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.8% |
| 7D | +1.1% | +0.4% | +0.8% | +0.9% |
| 30D | -3.4% | -2.6% | -0.8% | -1.0% |
| 3M | -5.7% | -3.2% | -2.4% | -2.7% |
| 6M | +13.3% | +0.9% | +12.4% | +12.4% |
| YTD | +25.6% | +11.3% | +14.3% | +14.6% |
| 1Y | +49.0% | +14.0% | +35.0% | +33.1% |
| 3Y | +179.3% | +75.8% | +103.5% | +74.7% |
| 5Y | +285.1% | +57.8% | +227.3% | +162.0% |
| 10Y | +276.0% | +219.8% | +56.2% | +36.0% |
| All | +276.0% | +223.7% | +52.3% | +36.0% |
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