+128.2%
SMMV vs VT
+206.3%
-78.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.0% |
| 7D | +0.1% | -4.2% | +4.3% | +3.3% |
| 30D | +4.1% | -5.8% | +9.9% | +8.6% |
| 3M | -0.5% | -5.2% | +4.8% | +3.4% |
| 6M | +5.4% | +0.1% | +5.3% | +4.6% |
| YTD | +9.6% | +8.2% | +1.4% | +2.2% |
| 1Y | +12.7% | +10.1% | +2.6% | +3.7% |
| 3Y | +47.1% | +69.7% | -22.5% | -4.0% |
| 5Y | +30.0% | +53.4% | -23.4% | -8.7% |
| 10Y | +134.4% | +219.2% | -84.9% | -3.3% |
| All | +128.2% | +206.3% | -78.1% | -5.0% |
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