-100.0%
SMX vs VT
+56.2%
-156.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.1% | +15.6% |
| 7D | -25.1% | -4.2% | -21.0% | -22.6% |
| 30D | -65.4% | -5.8% | -59.6% | -63.1% |
| 3M | -92.3% | -5.2% | -87.0% | -91.9% |
| 6M | -50.6% | +0.1% | -50.8% | -50.3% |
| YTD | -99.3% | +8.2% | -107.5% | -99.3% |
| 1Y | -94.5% | +10.1% | -104.6% | -94.7% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| All | -100.0% | +56.2% | -156.2% | -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 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