+543.1%
VEEV vs SMTC
+548.2%
-5.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.5% |
| 7D | -4.6% | +13.1% | -17.7% | -7.1% |
| 30D | +8.6% | +19.5% | -10.8% | +3.5% |
| 3M | +62.4% | +2.2% | +60.2% | +56.3% |
| 6M | +40.3% | +94.9% | -54.6% | +12.4% |
| YTD | +17.5% | +127.0% | -109.4% | -10.1% |
| 1Y | -6.1% | +174.6% | -180.7% | -32.5% |
| 3Y | +16.7% | +615.9% | -599.3% | -49.1% |
| 5Y | -13.3% | +125.6% | -139.0% | -43.2% |
| All | +543.1% | +548.2% | -5.1% | +180.1% |
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 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