+60.0%
SMOT vs VT
+109.6%
-49.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.9% |
| 30D | -2.5% | -0.2% | -2.3% | -2.3% |
| 3M | +3.7% | +4.5% | -0.8% | -1.3% |
| 6M | +10.1% | +14.1% | -4.0% | -5.1% |
| YTD | +9.8% | +14.8% | -5.0% | -6.1% |
| 1Y | +10.2% | +21.2% | -11.0% | -11.6% |
| 3Y | +39.7% | +76.6% | -36.9% | -27.7% |
| All | +60.0% | +109.6% | -49.7% | -32.5% |
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