-79.0%
VFC vs SMTC
+112.1%
-191.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.8% |
| 7D | -3.3% | +17.5% | -20.8% | -7.4% |
| 30D | -14.0% | +21.3% | -35.3% | -19.3% |
| 3M | -22.6% | +3.1% | -25.7% | -25.8% |
| 6M | -24.7% | +81.7% | -106.4% | -40.4% |
| YTD | -29.0% | +115.9% | -144.9% | -47.0% |
| 1Y | -13.8% | +157.8% | -171.6% | -39.9% |
| 3Y | -28.2% | +557.3% | -585.5% | -67.0% |
| 5Y | -79.0% | +114.7% | -193.7% | -86.7% |
| All | -79.0% | +112.1% | -191.1% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling