+39.3%
SMMT vs VT
+211.1%
-171.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.2% | -9.1% |
| 7D | -12.4% | -4.2% | -8.2% | -9.2% |
| 30D | -18.0% | -5.8% | -12.2% | -13.9% |
| 3M | +4.9% | -5.2% | +10.1% | +9.8% |
| 6M | -19.1% | +0.1% | -19.2% | -18.6% |
| YTD | -18.9% | +8.2% | -27.1% | -22.6% |
| 1Y | -21.5% | +10.1% | -31.6% | -25.9% |
| 3Y | +606.0% | +69.7% | +536.3% | +425.7% |
| 5Y | +151.6% | +53.4% | +98.2% | +100.1% |
| 10Y | +18.2% | +219.2% | -201.0% | -33.5% |
| All | +39.3% | +211.1% | -171.8% | -23.8% |
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