+339.9%
SMTC vs VT
+217.6%
+122.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.6% |
| 7D | -10.9% | -0.1% | -10.8% | -9.8% |
| 30D | -39.4% | -3.1% | -36.3% | -34.7% |
| 3M | -13.5% | -3.5% | -10.0% | -5.7% |
| 6M | -6.8% | +0.5% | -7.3% | -3.1% |
| YTD | +54.0% | +10.8% | +43.2% | +36.4% |
| 1Y | +50.8% | +11.9% | +38.9% | +32.0% |
| 3Y | +677.3% | +73.0% | +604.4% | +257.9% |
| 5Y | +28.7% | +58.6% | -29.9% | -29.0% |
| 10Y | +339.9% | +219.2% | +120.7% | +5.0% |
| All | +339.9% | +217.6% | +122.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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