+690.3%
SMTI vs VT
+224.4%
+465.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -1.8% |
| 30D | -10.1% | -1.7% | -8.3% | -8.9% |
| 3M | -8.1% | -2.3% | -5.8% | -6.6% |
| 6M | +75.4% | +1.5% | +73.9% | +72.3% |
| YTD | +35.4% | +12.0% | +23.3% | +23.0% |
| 1Y | +12.7% | +12.9% | -0.1% | +1.8% |
| 3Y | +10.1% | +74.9% | -64.8% | -24.8% |
| 5Y | -7.4% | +59.9% | -67.4% | -34.6% |
| 10Y | +690.3% | +224.6% | +465.6% | +369.5% |
| All | +690.3% | +224.4% | +465.9% | +369.5% |
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