-3.3%
LVS vs SMTC
+548.2%
-551.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.6% |
| 7D | -3.5% | +13.1% | -16.6% | -6.2% |
| 30D | -6.2% | +19.5% | -25.7% | -11.0% |
| 3M | -14.8% | +2.2% | -17.1% | -18.0% |
| 6M | -20.9% | +94.9% | -115.7% | -37.0% |
| YTD | -33.0% | +127.0% | -160.0% | -49.2% |
| 1Y | -20.0% | +174.6% | -194.6% | -43.0% |
| 3Y | -6.9% | +615.9% | -622.9% | -58.9% |
| 5Y | +9.1% | +125.6% | -116.5% | -27.9% |
| All | -3.3% | +548.2% | -551.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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