+32.8%
SMTC vs VIG
+65.2%
-32.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +30.5% | +3.1% | +27.4% | +23.1% |
| 30D | -30.9% | +5.0% | -35.9% | -37.5% |
| 3M | -14.7% | +2.7% | -17.4% | -19.6% |
| 6M | -9.6% | +11.0% | -20.5% | -27.0% |
| YTD | +62.1% | +16.0% | +46.1% | +21.7% |
| 1Y | +66.6% | +16.3% | +50.3% | +25.1% |
| 3Y | +718.1% | +66.8% | +651.3% | +245.6% |
| 5Y | +32.8% | +64.8% | -32.0% | -40.1% |
| All | +32.8% | +65.2% | -32.4% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling