+143.6%
VMC vs SMTC
+516.8%
-373.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | -3.7% | +17.5% | -21.2% | -6.4% |
| 30D | -12.8% | +21.3% | -34.1% | -16.1% |
| 3M | -7.9% | +3.1% | -11.1% | -10.4% |
| 6M | -7.5% | +81.7% | -89.2% | -20.3% |
| YTD | -11.6% | +115.9% | -127.6% | -26.6% |
| 1Y | -14.3% | +157.8% | -172.1% | -31.8% |
| 3Y | +18.5% | +557.3% | -538.8% | -32.2% |
| 5Y | +46.8% | +114.7% | -67.9% | +8.5% |
| All | +143.6% | +516.8% | -373.1% | +32.9% |
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