+172.5%
VEA vs SMTC
+862.8%
-690.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.4% | -2.6% |
| 7D | +1.9% | +22.9% | -21.1% | -2.9% |
| 30D | +0.8% | +16.6% | -15.9% | -3.6% |
| 3M | +5.7% | +2.4% | +3.3% | +2.4% |
| 6M | +13.3% | +98.3% | -85.0% | -7.3% |
| YTD | +18.4% | +120.7% | -102.3% | -6.1% |
| 1Y | +27.0% | +168.3% | -141.3% | -5.0% |
| 3Y | +79.3% | +571.7% | -492.4% | -10.7% |
| 5Y | +62.1% | +114.0% | -51.9% | +7.5% |
| 10Y | +160.3% | +497.0% | -336.7% | +6.8% |
| All | +172.5% | +862.8% | -690.3% | -28.4% |
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 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