-99.9%
SMTK vs VT
+46.7%
-146.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +2.6% | -12.6% | -11.0% |
| 7D | -23.1% | +0.4% | -23.4% | -23.6% |
| 30D | -76.5% | -2.6% | -73.9% | -76.2% |
| 3M | -96.5% | -3.2% | -93.3% | -96.4% |
| 6M | -98.3% | +0.9% | -99.3% | -98.4% |
| YTD | -99.5% | +11.3% | -110.8% | -99.5% |
| 1Y | -99.7% | +14.0% | -113.7% | -99.7% |
| All | -99.9% | +46.7% | -146.7% | -99.9% |
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