+86.2%
SMFG vs VT
+374.2%
-288.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.3% | +0.4% | +4.9% | +4.9% |
| 30D | +7.5% | +1.0% | +6.5% | +6.5% |
| 3M | +15.8% | +2.4% | +13.4% | +13.2% |
| 6M | +31.5% | +12.0% | +19.5% | +18.5% |
| YTD | +41.2% | +15.3% | +25.9% | +24.0% |
| 1Y | +64.3% | +22.6% | +41.7% | +36.5% |
| 3Y | +209.3% | +74.7% | +134.7% | +87.8% |
| 5Y | +304.3% | +66.1% | +238.2% | +153.4% |
| 10Y | +300.4% | +225.0% | +75.4% | +31.8% |
| All | +86.2% | +374.2% | -288.0% | -46.8% |
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