+384.8%
V vs SMTC
+504.7%
-120.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -2.9% | +22.5% | -25.4% | -5.9% |
| 30D | +1.9% | +24.9% | -23.0% | -2.2% |
| 3M | +13.2% | +4.1% | +9.2% | +10.1% |
| 6M | +16.7% | +92.6% | -75.8% | +0.6% |
| YTD | +5.4% | +122.5% | -117.1% | -11.8% |
| 1Y | +7.7% | +166.2% | -158.6% | -13.6% |
| 3Y | +52.0% | +577.2% | -525.2% | -13.5% |
| 5Y | +67.7% | +119.0% | -51.2% | +26.4% |
| 10Y | +384.8% | +527.9% | -143.1% | +140.8% |
| All | +384.8% | +504.7% | -120.0% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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