-68.5%
VFC vs SMTC
+548.2%
-616.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +3.0% |
| 7D | -1.4% | +13.1% | -14.5% | -4.9% |
| 30D | -9.0% | +19.5% | -28.4% | -14.5% |
| 3M | -24.2% | +2.2% | -26.4% | -27.5% |
| 6M | -18.5% | +94.9% | -113.4% | -37.5% |
| YTD | -25.9% | +127.0% | -152.8% | -46.3% |
| 1Y | -13.0% | +174.6% | -187.6% | -41.4% |
| 3Y | -20.3% | +615.9% | -636.3% | -65.4% |
| 5Y | -78.1% | +125.6% | -203.7% | -86.9% |
| All | -68.5% | +548.2% | -616.8% | -85.9% |
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