+938.9%
VLO vs SMTC
+504.7%
+434.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +6.2% | +22.5% | -16.2% | +2.5% |
| 30D | +23.5% | +24.9% | -1.4% | +18.0% |
| 3M | +53.9% | +4.1% | +49.8% | +49.5% |
| 6M | +81.7% | +92.6% | -10.9% | +53.9% |
| YTD | +142.5% | +122.5% | +20.0% | +97.9% |
| 1Y | +145.4% | +166.2% | -20.8% | +90.9% |
| 3Y | +197.3% | +577.2% | -379.8% | +56.8% |
| 5Y | +614.6% | +119.0% | +495.6% | +412.3% |
| 10Y | +938.9% | +527.9% | +411.0% | +413.4% |
| All | +938.9% | +504.7% | +434.2% | +413.4% |
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 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