+601.8%
SMTC vs VCLT
+12.6%
+589.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | +22.5% | 0.0% | +22.5% | +22.5% |
| 30D | +24.9% | +0.1% | +24.8% | +24.3% |
| 3M | +4.1% | -2.9% | +7.0% | +8.7% |
| 6M | +92.6% | -4.0% | +96.5% | +105.2% |
| YTD | +122.5% | -2.2% | +124.7% | +131.3% |
| 1Y | +166.2% | -2.6% | +168.8% | +178.8% |
| All | +601.8% | +12.6% | +589.2% | +448.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling