+602.6%
SMTC vs VCLT
+98.6%
+503.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +11.0% | -2.3% | +13.3% | +11.7% |
| 30D | -28.5% | +0.8% | -29.3% | -28.7% |
| 3M | -14.2% | -2.7% | -11.5% | -13.7% |
| 6M | -18.0% | -4.3% | -13.7% | -17.0% |
| YTD | +55.5% | -4.3% | +59.8% | +57.5% |
| 1Y | +69.5% | -4.4% | +73.9% | +71.8% |
| 3Y | +699.7% | +13.8% | +685.9% | +690.7% |
| 5Y | +27.4% | -17.0% | +44.4% | +21.9% |
| 10Y | +335.7% | +20.9% | +314.8% | +386.6% |
| All | +602.6% | +98.6% | +503.9% | +1,079.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling