+98.0%
VCIT vs SMTC
+815.2%
-717.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.1% |
| 7D | -0.3% | +12.7% | -13.1% | -0.5% |
| 30D | -0.8% | +22.0% | -22.7% | -1.0% |
| 3M | -1.0% | -12.7% | +11.7% | -1.0% |
| 6M | -1.8% | +64.8% | -66.6% | -2.5% |
| YTD | -0.7% | +100.7% | -101.4% | -1.6% |
| 1Y | +1.0% | +146.9% | -145.9% | -0.2% |
| 3Y | +18.8% | +456.8% | -438.0% | +15.9% |
| 5Y | +3.5% | +89.2% | -85.8% | +1.0% |
| 10Y | +29.2% | +426.9% | -397.6% | +28.2% |
| All | +98.0% | +815.2% | -717.2% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling