+163.9%
SMMT vs VT
+222.7%
-58.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +28.2% | +0.4% | +27.8% | +27.9% |
| 30D | +30.1% | +1.0% | +29.1% | +29.3% |
| 3M | +18.6% | +2.4% | +16.3% | +16.7% |
| 6M | +14.5% | +12.0% | +2.5% | +5.2% |
| YTD | +0.7% | +15.3% | -14.7% | -9.3% |
| 1Y | -26.0% | +22.6% | -48.6% | -36.1% |
| 3Y | +980.1% | +74.7% | +905.4% | +666.4% |
| 5Y | +139.2% | +66.1% | +73.1% | +77.1% |
| All | +163.9% | +222.7% | -58.8% | +65.3% |
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