+340.7%
SMTC vs VCLT
+21.5%
+319.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.8% |
| 7D | +11.0% | -2.3% | +13.3% | +12.7% |
| 30D | -28.5% | +0.8% | -29.3% | -29.1% |
| 3M | -14.2% | -2.7% | -11.5% | -13.0% |
| 6M | -18.0% | -4.3% | -13.7% | -15.8% |
| YTD | +55.5% | -4.3% | +59.8% | +60.1% |
| 1Y | +69.5% | -4.4% | +73.9% | +74.8% |
| 3Y | +699.7% | +13.8% | +685.9% | +656.9% |
| 5Y | +27.4% | -17.0% | +44.4% | +32.4% |
| All | +340.7% | +21.5% | +319.2% | +364.6% |
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