+557.3%
SMTC vs VLTO
+26.2%
+531.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.4% |
| 7D | +22.9% | -1.6% | +24.5% | +23.9% |
| 30D | +16.6% | -2.9% | +19.5% | +18.1% |
| 3M | +2.4% | +12.7% | -10.3% | -9.3% |
| 6M | +98.3% | +1.6% | +96.7% | +91.3% |
| YTD | +120.7% | -4.0% | +124.7% | +123.6% |
| 1Y | +168.3% | -10.2% | +178.4% | +187.9% |
| All | +557.3% | +26.2% | +531.2% | +427.2% |
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