-99.6%
SMU vs VT
+22.9%
-122.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.6% | +10.6% | -5.3% |
| 7D | -3.2% | +0.4% | -3.6% | -2.8% |
| 30D | -49.7% | -2.6% | -47.1% | -35.3% |
| 3M | -77.4% | -3.2% | -74.1% | -69.1% |
| 6M | -89.6% | +0.9% | -90.5% | -87.7% |
| YTD | -94.7% | +11.3% | -106.0% | -96.2% |
| 1Y | -99.0% | +14.0% | -113.0% | -99.4% |
| All | -99.6% | +22.9% | -122.5% | -99.8% |
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 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