+68.1%
SMOT vs VT
+102.4%
-34.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +2.1% | -0.1% | +2.3% | +2.2% |
| 30D | +10.0% | -3.1% | +13.0% | +13.3% |
| 3M | +2.3% | -3.5% | +5.8% | +5.8% |
| 6M | +10.5% | +0.5% | +10.0% | +9.3% |
| YTD | +15.4% | +10.8% | +4.6% | +2.1% |
| 1Y | +18.4% | +11.9% | +6.5% | +3.6% |
| 3Y | +59.2% | +73.0% | -13.8% | -16.3% |
| All | +68.1% | +102.4% | -34.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling