+6.5%
SMA price history and return analytics
+42.7%
-36.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | -4.6% | -0.2% | -4.4% | -4.5% |
| 3M | +4.2% | +4.5% | -0.3% | +2.1% |
| 6M | +5.1% | +14.1% | -8.9% | -1.6% |
| YTD | +8.9% | +14.8% | -5.8% | +1.9% |
| 1Y | -9.0% | +21.2% | -30.2% | -16.4% |
| All | +6.5% | +42.7% | -36.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling