-48.2%
VFC vs SMTC
+337.3%
-385.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | +3.5% | -10.9% | +14.4% | +5.3% |
| 30D | +38.3% | -39.4% | +77.7% | +53.4% |
| 3M | +40.2% | -13.5% | +53.7% | +37.8% |
| 6M | +10.6% | -6.8% | +17.5% | +1.9% |
| YTD | +16.7% | +54.0% | -37.3% | -9.8% |
| 1Y | +45.0% | +50.8% | -5.8% | +12.1% |
| 3Y | +48.8% | +677.3% | -628.5% | -39.5% |
| 5Y | -67.6% | +28.7% | -96.3% | -78.1% |
| All | -48.2% | +337.3% | -385.5% | -76.1% |
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