-52.6%
SMHI vs VT
+187.4%
-240.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.7% | +0.4% | +3.3% | +3.0% |
| 30D | +3.3% | +1.0% | +2.3% | +1.9% |
| 3M | +30.0% | +2.4% | +27.6% | +25.8% |
| 6M | +27.9% | +12.0% | +15.9% | +9.3% |
| YTD | +62.1% | +15.3% | +46.8% | +33.5% |
| 1Y | +50.6% | +22.6% | +28.0% | +14.2% |
| 3Y | -22.5% | +74.7% | -97.2% | -61.7% |
| 5Y | +127.0% | +66.1% | +60.8% | +18.9% |
| All | -52.6% | +187.4% | -240.0% | -85.3% |
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