+307.1%
SMTC vs VT
+215.5%
+91.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.3% |
| 7D | -19.0% | -2.3% | -16.7% | -14.8% |
| 30D | -46.7% | -5.0% | -41.8% | -40.6% |
| 3M | -23.4% | -4.9% | -18.5% | -14.5% |
| 6M | -13.4% | -1.5% | -11.9% | -6.8% |
| YTD | +40.1% | +8.5% | +31.6% | +28.5% |
| 1Y | +47.7% | +11.4% | +36.3% | +30.2% |
| 3Y | +606.9% | +70.1% | +536.8% | +235.5% |
| 5Y | +14.4% | +53.7% | -39.3% | -33.5% |
| All | +307.1% | +215.5% | +91.6% | +2.3% |
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