+137.9%
VGT vs SMTC
+122.8%
+15.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | 0.0% |
| 7D | -0.2% | +13.1% | -13.2% | -3.1% |
| 30D | -0.4% | +19.5% | -19.9% | -5.3% |
| 3M | +4.4% | +2.2% | +2.2% | +1.6% |
| 6M | +32.1% | +94.9% | -62.8% | +8.7% |
| YTD | +28.8% | +127.0% | -98.2% | +1.8% |
| 1Y | +35.3% | +174.6% | -139.2% | +1.4% |
| 3Y | +124.8% | +615.9% | -491.2% | +15.0% |
| All | +137.9% | +122.8% | +15.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling