+499.6%
SMTC vs VIG
+247.5%
+252.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.1% |
| 7D | +17.5% | -2.2% | +19.8% | +21.9% |
| 30D | +21.3% | -3.2% | +24.5% | +27.7% |
| 3M | +3.1% | +3.0% | +0.1% | -2.3% |
| 6M | +81.7% | +8.1% | +73.6% | +61.3% |
| YTD | +115.9% | +9.1% | +106.9% | +89.8% |
| 1Y | +157.8% | +12.6% | +145.3% | +116.6% |
| 3Y | +557.3% | +55.4% | +501.9% | +256.9% |
| 5Y | +114.7% | +62.8% | +51.9% | +11.1% |
| All | +499.6% | +247.5% | +252.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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