+43.4%
SMIG vs VT
+63.4%
-20.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +0.2% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +3.5% | -2.6% | +6.1% | +5.6% |
| 3M | -2.4% | -3.2% | +0.9% | +0.1% |
| 6M | +4.2% | +0.9% | +3.2% | +2.9% |
| YTD | +14.4% | +11.3% | +3.1% | +3.9% |
| 1Y | +16.6% | +14.0% | +2.6% | +3.7% |
| 3Y | +52.7% | +75.8% | -23.1% | -6.6% |
| 5Y | +38.6% | +57.8% | -19.2% | -7.8% |
| All | +43.4% | +63.4% | -20.1% | -7.8% |
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 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