+162.5%
SMTC vs VSXY
+42.7%
+119.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.9% | +6.1% | +8.9% |
| 7D | +22.9% | -6.8% | +29.7% | +24.9% |
| 30D | +16.6% | -20.4% | +37.0% | +23.1% |
| 3M | +2.4% | +2.9% | -0.5% | +0.4% |
| 6M | +98.3% | +67.9% | +30.3% | +66.3% |
| YTD | +120.7% | +44.9% | +75.8% | +90.8% |
| 1Y | +168.3% | +205.9% | -37.7% | +86.6% |
| 3Y | +571.7% | +373.9% | +197.9% | +291.4% |
| 5Y | +114.0% | +23.5% | +90.5% | +56.3% |
| All | +162.5% | +42.7% | +119.8% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling