+493.2%
SMTC vs VO
+827.2%
-334.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.5% |
| 7D | +12.7% | -0.3% | +13.0% | +13.1% |
| 30D | +22.0% | -0.3% | +22.3% | +22.7% |
| 3M | -12.7% | +2.9% | -15.6% | -14.8% |
| 6M | +64.8% | +9.3% | +55.4% | +51.4% |
| YTD | +100.7% | +14.2% | +86.5% | +75.1% |
| 1Y | +146.9% | +15.3% | +131.6% | +114.0% |
| 3Y | +456.8% | +56.2% | +400.6% | +264.8% |
| 5Y | +89.2% | +42.4% | +46.8% | +42.1% |
| 10Y | +426.9% | +194.7% | +232.1% | +98.7% |
| All | +493.2% | +827.2% | -334.0% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling