+28.1%
SMMU vs VT
+448.0%
-419.9%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +0.4% | -0.6% | -0.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.1% |
| 3M | +0.1% | +2.4% | -2.3% | +0.1% |
| 6M | +0.3% | +12.0% | -11.7% | +0.2% |
| YTD | +1.3% | +15.3% | -14.1% | +1.1% |
| 1Y | +2.3% | +22.6% | -20.3% | +2.0% |
| 3Y | +10.8% | +74.7% | -63.8% | +10.1% |
| 5Y | +9.9% | +66.1% | -56.2% | +9.2% |
| 10Y | +19.9% | +225.0% | -205.1% | +18.5% |
| All | +28.1% | +448.0% | -419.9% | +26.7% |
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