+540.6%
SMTC vs VT
+345.0%
+195.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.1% | -13.4% | -12.4% |
| 7D | -35.0% | -4.2% | -30.8% | -31.0% |
| 30D | -53.6% | -5.8% | -47.8% | -49.4% |
| 3M | -24.5% | -5.2% | -19.3% | -18.2% |
| 6M | -19.0% | +0.1% | -19.1% | -16.3% |
| YTD | +24.2% | +8.2% | +16.0% | +18.3% |
| 1Y | +35.6% | +10.1% | +25.5% | +27.1% |
| 3Y | +521.9% | +69.7% | +452.2% | +282.7% |
| 5Y | +1.5% | +53.4% | -51.9% | -27.5% |
| 10Y | +274.7% | +219.2% | +55.5% | +44.0% |
| All | +540.6% | +345.0% | +195.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling