+96.3%
VCIT vs SMTC
+466.5%
-370.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.5% | +17.7% | +0.4% |
| 7D | +0.5% | -35.0% | +35.5% | +0.8% |
| 30D | +2.1% | -53.6% | +55.7% | +2.7% |
| 3M | -1.6% | -24.5% | +22.9% | -1.5% |
| 6M | -1.6% | -19.0% | +17.4% | -1.7% |
| YTD | -1.5% | +24.2% | -25.7% | -2.1% |
| 1Y | -0.4% | +35.6% | -36.0% | -1.1% |
| 3Y | +19.6% | +521.9% | -502.3% | +16.5% |
| 5Y | +3.3% | +1.5% | +1.8% | +1.1% |
| 10Y | +28.9% | +274.7% | -245.8% | +28.6% |
| All | +96.3% | +466.5% | -370.1% | +102.1% |
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