+370.7%
SMTC vs VLTO
+56.1%
+314.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +12.5% |
| 7D | -4.8% | +2.0% | -6.9% | -5.6% |
| 30D | -37.8% | +21.8% | -59.6% | -43.8% |
| 3M | -16.5% | +20.2% | -36.7% | -24.4% |
| 6M | -4.4% | +36.3% | -40.7% | -23.2% |
| YTD | +58.0% | +18.8% | +39.2% | +43.2% |
| 1Y | +62.0% | +20.4% | +41.6% | +44.3% |
| 3Y | +745.7% | +71.9% | +673.8% | +423.7% |
| All | +370.7% | +56.1% | +314.6% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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