-44.6%
VG vs SMTC
+51.3%
-95.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.1% |
| 7D | +14.0% | +11.0% | +2.9% | +11.4% |
| 30D | -1.0% | -28.5% | +27.5% | +4.4% |
| 3M | -2.7% | -14.2% | +11.5% | -2.5% |
| 6M | +1.5% | -18.0% | +19.5% | -0.1% |
| YTD | +93.7% | +55.5% | +38.2% | +48.4% |
| 1Y | +68.5% | +69.5% | -1.0% | +23.6% |
| All | -44.6% | +51.3% | -95.8% | -65.3% |
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 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