+162.4%
SMMD vs VT
+189.4%
-27.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | +0.4% | -0.5% | -0.5% |
| 30D | -1.3% | +1.0% | -2.3% | -2.3% |
| 3M | +2.2% | +2.4% | -0.2% | -0.6% |
| 6M | +13.5% | +12.0% | +1.5% | -0.1% |
| YTD | +21.6% | +15.3% | +6.2% | +3.6% |
| 1Y | +25.5% | +22.6% | +2.9% | 0.0% |
| 3Y | +61.2% | +74.7% | -13.5% | -12.6% |
| 5Y | +45.1% | +66.1% | -21.1% | -16.5% |
| All | +162.4% | +189.4% | -27.0% | -9.5% |
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