-46.6%
VG vs SMTC
+65.3%
-111.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.3% | -4.8% | +3.5% |
| 7D | +5.5% | +12.9% | -7.4% | +2.5% |
| 30D | -3.6% | -25.6% | +22.0% | +1.0% |
| 3M | -4.0% | -4.5% | +0.6% | -5.7% |
| 6M | +9.4% | -8.3% | +17.7% | +5.1% |
| YTD | +86.6% | +69.9% | +16.7% | +40.7% |
| 1Y | +69.5% | +73.9% | -4.4% | +25.7% |
| All | -46.6% | +65.3% | -111.9% | -67.1% |
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