+516.7%
SMTC vs VIG
+655.8%
-139.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +11.0% | +3.5% | +7.5% | +6.3% |
| 30D | -28.5% | +4.9% | -33.4% | -33.0% |
| 3M | -14.2% | +2.5% | -16.7% | -17.3% |
| 6M | -18.0% | +11.0% | -29.0% | -28.8% |
| YTD | +55.5% | +16.0% | +39.5% | +28.9% |
| 1Y | +69.5% | +17.5% | +52.0% | +38.5% |
| 3Y | +699.7% | +67.0% | +632.7% | +337.5% |
| 5Y | +27.4% | +64.8% | -37.4% | -26.9% |
| 10Y | +335.7% | +263.6% | +72.1% | +4.2% |
| All | +516.7% | +655.8% | -139.1% | -32.3% |
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 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