+445.5%
SMID vs VT
+217.6%
+227.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.8% | -0.5% | -17.3% | -17.5% |
| 7D | -9.6% | -0.1% | -9.4% | -9.6% |
| 30D | -4.0% | -3.1% | -0.9% | -2.2% |
| 3M | -21.9% | -3.5% | -18.4% | -20.2% |
| 6M | -38.2% | +0.5% | -38.7% | -38.6% |
| YTD | -40.8% | +10.8% | -51.6% | -44.8% |
| 1Y | -44.3% | +11.9% | -56.2% | -48.3% |
| 3Y | -5.4% | +73.0% | -78.4% | -29.3% |
| 5Y | -10.4% | +58.6% | -69.0% | -31.0% |
| 10Y | +445.5% | +219.2% | +226.3% | +169.2% |
| All | +445.5% | +217.6% | +227.9% | +169.2% |
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 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