-51.4%
VG vs SMTC
+20.8%
-72.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -17.5% | +13.5% | -0.6% |
| 7D | -22.0% | -35.0% | +13.0% | -15.5% |
| 30D | -14.7% | -53.6% | +38.9% | -2.2% |
| 3M | -7.1% | -24.5% | +17.4% | -4.5% |
| 6M | -11.2% | -19.0% | +7.8% | -13.7% |
| YTD | +69.8% | +24.2% | +45.6% | +36.4% |
| 1Y | +49.9% | +35.6% | +14.2% | +15.5% |
| All | -51.4% | +20.8% | -72.3% | -68.1% |
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 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