+597.9%
SMID vs VT
+223.7%
+374.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.5% |
| 7D | +9.7% | +0.4% | +9.4% | +9.3% |
| 30D | +16.8% | -2.6% | +19.4% | +18.5% |
| 3M | -8.7% | -3.2% | -5.5% | -7.0% |
| 6M | -24.8% | +0.9% | -25.8% | -25.6% |
| YTD | -28.0% | +11.3% | -39.3% | -33.1% |
| 1Y | -31.2% | +14.0% | -45.2% | -36.9% |
| 3Y | +15.6% | +75.8% | -60.2% | -14.3% |
| 5Y | +16.5% | +57.8% | -41.3% | -10.3% |
| 10Y | +597.9% | +219.8% | +378.1% | +257.9% |
| All | +597.9% | +223.7% | +374.2% | +257.9% |
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