+534.6%
SMG vs VT
+345.0%
+189.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.5% |
| 7D | +7.3% | -4.2% | +11.5% | +11.4% |
| 30D | +31.4% | -5.8% | +37.2% | +38.5% |
| 3M | +1.5% | -5.2% | +6.7% | +6.3% |
| 6M | +13.0% | +0.1% | +12.9% | +12.2% |
| YTD | +17.4% | +8.2% | +9.2% | +8.9% |
| 1Y | +23.8% | +10.1% | +13.7% | +13.0% |
| 3Y | +39.0% | +69.7% | -30.7% | -12.9% |
| 5Y | -51.0% | +53.4% | -104.4% | -65.3% |
| 10Y | +5.6% | +219.2% | -213.6% | -57.1% |
| All | +534.6% | +345.0% | +189.6% | +146.8% |
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