+601.6%
VLO vs SMTC
+110.0%
+491.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.0% | -6.7% | +2.5% |
| 7D | +5.8% | +22.9% | -17.2% | +4.0% |
| 30D | +28.3% | +16.6% | +11.7% | +26.3% |
| 3M | +48.7% | +2.4% | +46.3% | +47.0% |
| 6M | +71.9% | +98.3% | -26.4% | +58.5% |
| YTD | +138.7% | +120.7% | +18.0% | +116.8% |
| 1Y | +148.5% | +168.3% | -19.8% | +119.8% |
| 3Y | +192.7% | +571.7% | -379.0% | +114.4% |
| 5Y | +601.6% | +114.0% | +487.6% | +517.7% |
| All | +601.6% | +110.0% | +491.6% | +517.7% |
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