+51.1%
SMMT vs VT
+224.4%
-173.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.9% |
| 30D | -2.9% | -1.7% | -1.1% | -1.0% |
| 3M | +10.1% | -2.3% | +12.4% | +12.8% |
| 6M | -10.8% | +1.5% | -12.3% | -11.3% |
| YTD | -4.9% | +12.0% | -16.9% | -12.1% |
| 1Y | -13.2% | +12.9% | -26.0% | -20.0% |
| 3Y | +773.5% | +74.9% | +698.5% | +520.4% |
| 5Y | +215.2% | +59.9% | +155.2% | +139.5% |
| 10Y | +51.1% | +224.6% | -173.5% | -12.2% |
| All | +51.1% | +224.4% | -173.2% | -12.2% |
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