-96.9%
SMSI vs VT
+220.7%
-317.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | -5.2% | -0.1% | -5.0% | -5.2% |
| 30D | -15.3% | -3.1% | -12.3% | -12.3% |
| 3M | -23.0% | -3.5% | -19.5% | -19.8% |
| 6M | -48.0% | +0.5% | -48.5% | -48.2% |
| YTD | -18.1% | +10.8% | -28.9% | -28.0% |
| 1Y | -32.0% | +11.9% | -43.9% | -40.9% |
| 3Y | -93.6% | +73.0% | -166.6% | -96.8% |
| 5Y | -99.1% | +58.6% | -157.7% | -99.5% |
| All | -96.9% | +220.7% | -317.6% | -99.3% |
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