-91.8%
SMTI vs VT
+374.2%
-466.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +1.9% | +1.0% | +1.0% | +1.5% |
| 3M | +57.0% | +2.4% | +54.6% | +55.3% |
| 6M | +72.9% | +12.0% | +60.9% | +64.9% |
| YTD | +48.7% | +15.3% | +33.4% | +40.2% |
| 1Y | +2.0% | +22.6% | -20.6% | -6.0% |
| 3Y | -6.6% | +74.7% | -81.3% | -23.1% |
| 5Y | +1.1% | +66.1% | -65.0% | -15.6% |
| 10Y | +594.6% | +225.0% | +369.6% | +402.3% |
| All | -91.8% | +374.2% | -466.0% | -94.3% |
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 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