-100.0%
SMX vs VT
+65.6%
-165.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.3% |
| 7D | +4.7% | +1.0% | +3.7% | +3.5% |
| 30D | +9.7% | -0.2% | +9.9% | +10.0% |
| 3M | +18.3% | +4.5% | +13.7% | +13.1% |
| 6M | -76.2% | +14.1% | -90.3% | -79.1% |
| YTD | -90.4% | +14.8% | -105.2% | -91.5% |
| 1Y | -89.0% | +21.2% | -110.2% | -90.2% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +65.6% | -165.6% | -100.0% |
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