+2,241.6%
SMID vs VT
+345.0%
+1,896.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +4.9% |
| 7D | +13.5% | -4.2% | +17.6% | +16.0% |
| 30D | +13.5% | -5.8% | +19.3% | +17.0% |
| 3M | -9.2% | -5.2% | -3.9% | -6.7% |
| 6M | -26.8% | +0.1% | -27.0% | -27.1% |
| YTD | -30.2% | +8.2% | -38.5% | -33.2% |
| 1Y | -32.8% | +10.1% | -42.9% | -36.2% |
| 3Y | +25.4% | +69.7% | -44.2% | -2.0% |
| 5Y | +30.0% | +53.4% | -23.4% | +6.1% |
| 10Y | +654.7% | +219.2% | +435.5% | +335.0% |
| All | +2,241.6% | +345.0% | +1,896.6% | +770.0% |
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