+432.7%
VLO vs SMTC
+28.1%
+404.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -9.5% | -10.9% | +1.4% | -8.9% |
| 30D | -19.1% | -39.4% | +20.3% | -16.2% |
| 3M | +11.4% | -13.5% | +24.9% | +11.6% |
| 6M | +46.7% | -6.8% | +53.6% | +44.6% |
| YTD | +118.6% | +54.0% | +64.6% | +103.5% |
| 1Y | +99.9% | +50.8% | +49.1% | +86.0% |
| 3Y | +210.5% | +677.3% | -466.9% | +116.2% |
| 5Y | +432.7% | +28.7% | +403.9% | +401.5% |
| All | +432.7% | +28.1% | +404.5% | +401.5% |
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