-25.5%
VFC vs SMTC
+556.3%
-581.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.8% | -4.2% |
| 7D | +0.8% | +22.9% | -22.1% | -4.2% |
| 30D | -11.9% | +16.6% | -28.6% | -16.2% |
| 3M | -20.2% | +2.4% | -22.6% | -23.0% |
| 6M | -23.0% | +98.3% | -121.2% | -39.9% |
| YTD | -26.2% | +120.7% | -146.9% | -44.7% |
| 1Y | -13.3% | +168.3% | -181.6% | -39.5% |
| 3Y | -25.5% | +571.7% | -597.2% | -67.3% |
| All | -25.5% | +556.3% | -581.7% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling