+169.9%
SMTC vs VSXY
+37.5%
+132.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.1% |
| 30D | +19.5% | -18.7% | +38.1% | +25.5% |
| 3M | +2.2% | -4.0% | +6.2% | +2.1% |
| 6M | +94.9% | +67.5% | +27.4% | +63.6% |
| YTD | +127.0% | +39.7% | +87.3% | +98.2% |
| 1Y | +174.6% | +180.0% | -5.4% | +95.7% |
| 3Y | +615.9% | +337.3% | +278.6% | +325.7% |
| 5Y | +125.6% | +22.7% | +102.9% | +66.4% |
| All | +169.9% | +37.5% | +132.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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