+194.8%
SMMT vs VT
+53.4%
+141.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +0.2% | +14.8% | +14.8% |
| 7D | +1.9% | -2.3% | +4.2% | +5.2% |
| 30D | -9.0% | -5.0% | -4.1% | -3.1% |
| 3M | +20.6% | -4.9% | +25.5% | +28.5% |
| 6M | -8.5% | -1.5% | -7.0% | -6.1% |
| YTD | -6.6% | +8.5% | -15.1% | -13.4% |
| 1Y | -11.5% | +11.4% | -22.9% | -19.9% |
| 3Y | +649.1% | +70.1% | +579.0% | +407.4% |
| All | +194.8% | +53.4% | +141.4% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling