+1,117.1%
SMTC vs VYM
+487.3%
+629.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | +22.5% | -1.0% | +23.5% | +23.9% |
| 30D | +24.9% | -2.0% | +26.9% | +27.9% |
| 3M | +4.1% | +3.1% | +1.0% | +0.2% |
| 6M | +92.6% | +8.9% | +83.7% | +75.1% |
| YTD | +122.5% | +14.7% | +107.7% | +90.1% |
| 1Y | +166.2% | +19.4% | +146.8% | +117.7% |
| 3Y | +577.2% | +65.4% | +511.8% | +297.4% |
| 5Y | +119.0% | +77.6% | +41.4% | +20.9% |
| 10Y | +527.9% | +207.8% | +320.1% | +103.7% |
| All | +1,117.1% | +487.3% | +629.8% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling