+527.9%
SMTC vs VO
+193.0%
+334.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +2.1% |
| 7D | +22.5% | -0.6% | +23.1% | +23.5% |
| 30D | +24.9% | -1.9% | +26.8% | +29.0% |
| 3M | +4.1% | +3.3% | +0.8% | -0.1% |
| 6M | +92.6% | +9.7% | +82.9% | +70.8% |
| YTD | +122.5% | +12.6% | +109.9% | +89.7% |
| 1Y | +166.2% | +13.6% | +152.6% | +124.8% |
| 3Y | +577.2% | +56.8% | +520.3% | +284.5% |
| 5Y | +119.0% | +42.3% | +76.7% | +46.9% |
| 10Y | +527.9% | +199.2% | +328.7% | +70.1% |
| All | +527.9% | +193.0% | +334.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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