+8.1%
SMOG vs VT
+374.2%
-366.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.2% | +0.4% | -0.3% | -0.4% |
| 30D | +1.0% | +1.0% | +0.1% | -0.1% |
| 3M | -8.1% | +2.4% | -10.5% | -10.5% |
| 6M | +1.8% | +12.0% | -10.2% | -11.4% |
| YTD | +8.0% | +15.3% | -7.3% | -9.4% |
| 1Y | +21.4% | +22.6% | -1.2% | -5.5% |
| 3Y | +27.1% | +74.7% | -47.5% | -37.0% |
| 5Y | -8.3% | +66.1% | -74.5% | -51.0% |
| 10Y | +192.8% | +225.0% | -32.2% | -33.5% |
| All | +8.1% | +374.2% | -366.1% | -84.8% |
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