+497.8%
SMTC vs VLTO
+27.2%
+470.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +10.1% |
| 7D | +12.7% | -2.3% | +15.0% | +14.2% |
| 30D | +22.0% | -0.9% | +22.8% | +22.1% |
| 3M | -12.7% | +13.8% | -26.5% | -23.3% |
| 6M | +64.8% | +2.0% | +62.8% | +59.0% |
| YTD | +100.7% | -3.2% | +103.9% | +102.5% |
| 1Y | +146.9% | -9.2% | +156.1% | +163.0% |
| All | +497.8% | +27.2% | +470.6% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling