+68.6%
SMOT vs VT
+103.3%
-34.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | +10.3% | -2.6% | +12.9% | +13.1% |
| 3M | +2.7% | -3.2% | +5.9% | +6.0% |
| 6M | +10.8% | +0.9% | +9.9% | +9.0% |
| YTD | +15.7% | +11.3% | +4.4% | +1.8% |
| 1Y | +19.5% | +14.0% | +5.5% | +2.3% |
| 3Y | +61.3% | +75.8% | -14.5% | -16.8% |
| All | +68.6% | +103.3% | -34.8% | -26.8% |
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