+41.4%
SMIG vs VT
+67.4%
-26.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -3.0% | -0.7% | -2.3% | -2.5% |
| 3M | +1.5% | +4.0% | -2.5% | -1.9% |
| 6M | +6.8% | +12.3% | -5.5% | -3.4% |
| YTD | +12.8% | +14.0% | -1.2% | +0.7% |
| 1Y | +10.5% | +20.3% | -9.8% | -6.0% |
| 3Y | +45.7% | +75.4% | -29.7% | -10.5% |
| 5Y | +41.7% | +66.0% | -24.3% | -9.4% |
| All | +41.4% | +67.4% | -26.0% | -10.7% |
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