+499.6%
SMTC vs VCLT
+17.0%
+482.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.2% |
| 7D | +17.5% | -1.3% | +18.8% | +18.5% |
| 30D | +21.3% | -1.1% | +22.4% | +22.1% |
| 3M | +3.1% | -3.7% | +6.8% | +5.7% |
| 6M | +81.7% | -4.0% | +85.7% | +87.2% |
| YTD | +115.9% | -3.4% | +119.3% | +121.6% |
| 1Y | +157.8% | -4.1% | +162.0% | +166.1% |
| 3Y | +557.3% | +11.0% | +546.3% | +530.7% |
| 5Y | +114.7% | -17.0% | +131.7% | +122.7% |
| All | +499.6% | +17.0% | +482.6% | +520.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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