+119.0%
SMTC vs VCLT
-15.5%
+134.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +22.5% | 0.0% | +22.5% | +22.5% |
| 30D | +24.9% | +0.1% | +24.8% | +24.4% |
| 3M | +4.1% | -2.9% | +7.0% | +7.3% |
| 6M | +92.6% | -4.0% | +96.5% | +101.6% |
| YTD | +122.5% | -2.2% | +124.7% | +128.9% |
| 1Y | +166.2% | -2.6% | +168.8% | +175.4% |
| 3Y | +577.2% | +12.3% | +564.9% | +518.3% |
| 5Y | +119.0% | -16.4% | +135.3% | +137.3% |
| All | +119.0% | -15.5% | +134.5% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling