+8.5%
LVS vs SMTC
+112.1%
-103.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | -4.3% | +17.5% | -21.8% | -6.7% |
| 30D | -6.8% | +21.3% | -28.1% | -10.2% |
| 3M | -15.6% | +3.1% | -18.8% | -17.8% |
| 6M | -20.6% | +81.7% | -102.3% | -31.3% |
| YTD | -33.4% | +115.9% | -149.4% | -44.4% |
| 1Y | -20.1% | +157.8% | -178.0% | -36.1% |
| 3Y | -7.4% | +557.3% | -564.7% | -46.2% |
| 5Y | +8.5% | +114.7% | -106.2% | +2.4% |
| All | +8.5% | +112.1% | -103.6% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling