+468.5%
SMG vs VT
+374.2%
+94.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | -9.1% | +1.0% | -10.1% | -9.9% |
| 3M | +5.8% | +2.4% | +3.4% | +3.2% |
| 6M | -11.8% | +12.0% | -23.8% | -20.5% |
| YTD | +5.2% | +15.3% | -10.2% | -7.7% |
| 1Y | -0.8% | +22.6% | -23.4% | -17.7% |
| 3Y | +22.8% | +74.7% | -51.9% | -24.7% |
| 5Y | -54.7% | +66.1% | -120.8% | -70.1% |
| 10Y | -0.5% | +225.0% | -225.5% | -60.5% |
| All | +468.5% | +374.2% | +94.3% | +109.2% |
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