+51.8%
VG vs SMTC
+70.8%
-19.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -12.9% | +5.2% | -8.0% |
| 7D | -16.4% | -24.5% | +8.1% | -17.2% |
| 30D | -10.8% | -42.5% | +31.7% | -13.4% |
| 3M | -6.3% | -14.1% | +7.8% | -5.4% |
| 6M | -12.5% | +3.6% | -16.1% | -3.3% |
| YTD | +76.9% | +50.6% | +26.3% | +104.7% |
| 1Y | +51.8% | +72.2% | -20.4% | +63.3% |
| All | +51.8% | +70.8% | -19.0% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling