+161.1%
VEA vs SMTC
+548.2%
-387.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.3% |
| 7D | -1.5% | +13.1% | -14.5% | -3.5% |
| 30D | -0.8% | +19.5% | -20.3% | -4.2% |
| 3M | +2.5% | +2.2% | +0.2% | +0.3% |
| 6M | +11.1% | +94.9% | -83.7% | -3.4% |
| YTD | +17.2% | +127.0% | -109.8% | -1.1% |
| 1Y | +24.5% | +174.6% | -150.1% | +1.0% |
| 3Y | +75.4% | +615.9% | -540.5% | +4.8% |
| 5Y | +61.1% | +125.6% | -64.5% | +21.7% |
| All | +161.1% | +548.2% | -387.1% | +51.4% |
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