-92.6%
SMTI vs VT
+346.0%
-438.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.9% | -2.3% | -1.6% | -3.0% |
| 30D | -10.0% | -5.0% | -5.0% | -8.2% |
| 3M | -7.5% | -4.9% | -2.6% | -5.7% |
| 6M | +64.8% | -1.5% | +66.3% | +65.3% |
| YTD | +35.1% | +8.5% | +26.6% | +30.4% |
| 1Y | +13.2% | +11.4% | +1.8% | +8.1% |
| 3Y | +17.9% | +70.1% | -52.2% | -1.6% |
| 5Y | -16.2% | +53.7% | -70.0% | -28.2% |
| 10Y | +531.0% | +220.0% | +311.0% | +363.4% |
| All | -92.6% | +346.0% | -438.6% | -94.7% |
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