-95.8%
SMST vs VT
+35.2%
-131.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.2% | -4.1% | +22.3% | -2.2% |
| 7D | +13.5% | -4.2% | +17.6% | -5.1% |
| 30D | +34.8% | -5.8% | +40.6% | +6.8% |
| 3M | -70.8% | -5.2% | -65.6% | -74.6% |
| 6M | -36.7% | +0.1% | -36.8% | -22.5% |
| YTD | -83.3% | +8.2% | -91.5% | -63.5% |
| 1Y | -61.6% | +10.1% | -71.7% | -8.5% |
| All | -95.8% | +35.2% | -131.0% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling