-9.5%
LVS vs SMTC
+333.2%
-342.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.5% |
| 7D | -0.8% | +11.0% | -11.9% | -3.3% |
| 30D | +10.0% | -28.5% | +38.5% | +15.5% |
| 3M | -11.0% | -14.2% | +3.2% | -12.2% |
| 6M | -20.1% | -18.0% | -2.1% | -23.2% |
| YTD | -36.3% | +55.5% | -91.8% | -49.3% |
| 1Y | -36.8% | +69.5% | -106.4% | -51.0% |
| 3Y | -9.5% | +699.7% | -709.2% | -64.0% |
| 5Y | +9.3% | +27.4% | -18.1% | -17.6% |
| All | -9.5% | +333.2% | -342.7% | -46.5% |
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