+367.1%
SMTC vs VO
+822.3%
-455.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.7% | +10.1% | +9.4% |
| 7D | -4.8% | -0.1% | -4.7% | -3.9% |
| 30D | -37.8% | +0.5% | -38.3% | -37.7% |
| 3M | -16.5% | -1.0% | -15.5% | -14.5% |
| 6M | -4.4% | +6.4% | -10.8% | -9.3% |
| YTD | +58.0% | +13.6% | +44.4% | +40.0% |
| 1Y | +62.0% | +14.5% | +47.5% | +42.7% |
| 3Y | +745.7% | +67.2% | +678.5% | +413.0% |
| 5Y | +29.0% | +36.1% | -7.0% | +2.9% |
| 10Y | +351.4% | +199.3% | +152.0% | +69.1% |
| All | +367.1% | +822.3% | -455.2% | -49.6% |
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