+696.0%
SMTC vs VIG
+623.5%
+72.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.9% |
| 7D | +12.7% | -0.4% | +13.2% | +13.4% |
| 30D | +22.0% | -1.0% | +22.9% | +23.3% |
| 3M | -12.7% | +2.8% | -15.4% | -15.8% |
| 6M | +64.8% | +8.2% | +56.6% | +49.9% |
| YTD | +100.7% | +11.0% | +89.7% | +76.7% |
| 1Y | +146.9% | +16.1% | +130.8% | +105.8% |
| 3Y | +456.8% | +56.2% | +400.7% | +235.5% |
| 5Y | +89.2% | +63.0% | +26.3% | +10.6% |
| 10Y | +426.9% | +241.4% | +185.4% | +36.9% |
| All | +696.0% | +623.5% | +72.4% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling