+530.1%
SMTC vs VYM
+209.2%
+321.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.0% |
| 7D | +13.1% | -0.8% | +13.9% | +14.5% |
| 30D | +19.5% | -2.2% | +21.7% | +23.6% |
| 3M | +2.2% | +3.1% | -0.8% | -2.7% |
| 6M | +94.9% | +9.7% | +85.2% | +70.6% |
| YTD | +127.0% | +14.9% | +112.1% | +85.5% |
| 1Y | +174.6% | +17.6% | +157.0% | +117.9% |
| 3Y | +615.9% | +65.3% | +550.6% | +266.1% |
| 5Y | +125.6% | +78.7% | +46.9% | +5.4% |
| All | +530.1% | +209.2% | +321.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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