+145.8%
SMMD vs VT
+171.6%
-25.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.7% |
| 7D | -3.5% | -4.2% | +0.7% | +1.2% |
| 30D | -2.8% | -5.8% | +3.0% | +3.8% |
| 3M | -7.5% | -5.2% | -2.3% | -1.9% |
| 6M | -1.0% | +0.1% | -1.1% | -1.3% |
| YTD | +13.9% | +8.2% | +5.7% | +4.1% |
| 1Y | +16.3% | +10.1% | +6.2% | +4.3% |
| 3Y | +63.5% | +69.7% | -6.2% | -8.5% |
| 5Y | +29.7% | +53.4% | -23.7% | -18.5% |
| All | +145.8% | +171.6% | -25.7% | -9.1% |
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