+50.0%
VG vs SMTC
+50.9%
-0.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.7% | -12.7% | +0.2% |
| 7D | -22.0% | -19.0% | -3.1% | -22.3% |
| 30D | -11.6% | -46.7% | +35.1% | -14.2% |
| 3M | -14.9% | -23.4% | +8.6% | -14.3% |
| 6M | -3.5% | -13.4% | +9.9% | +3.5% |
| YTD | +70.0% | +40.1% | +29.9% | +95.1% |
| 1Y | +50.0% | +47.7% | +2.3% | +65.9% |
| All | +50.0% | +50.9% | -0.9% | +65.9% |
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