-98.9%
SMU vs VT
+13.0%
-111.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.6% | +10.6% | -5.6% |
| 7D | -3.2% | +0.4% | -3.6% | -2.9% |
| 30D | -49.7% | -2.6% | -47.1% | -35.1% |
| 3M | -77.4% | -3.2% | -74.1% | -69.0% |
| 6M | -89.6% | +0.9% | -90.5% | -87.7% |
| YTD | -94.7% | +11.3% | -106.0% | -96.5% |
| All | -98.9% | +13.0% | -111.9% | -99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling