-50.2%
VG vs SMTC
+53.7%
-104.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.8% | -10.5% | -0.1% |
| 7D | -8.3% | -4.8% | -3.5% | -7.9% |
| 30D | -10.3% | -37.8% | +27.5% | -3.0% |
| 3M | -10.8% | -16.5% | +5.7% | -10.1% |
| 6M | +3.5% | -4.4% | +7.9% | -2.2% |
| YTD | +74.0% | +58.0% | +15.9% | +33.1% |
| 1Y | +48.9% | +62.0% | -13.1% | +12.3% |
| All | -50.2% | +53.7% | -104.0% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling