+47.7%
VMC vs SMTC
+116.8%
-69.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -5.3% | +22.5% | -27.8% | -7.7% |
| 30D | -12.3% | +24.9% | -37.1% | -15.0% |
| 3M | -10.3% | +4.1% | -14.3% | -11.9% |
| 6M | -8.6% | +92.6% | -101.1% | -18.8% |
| YTD | -11.9% | +122.5% | -134.4% | -23.6% |
| 1Y | -13.9% | +166.2% | -180.1% | -27.7% |
| 3Y | +18.2% | +577.2% | -559.0% | -23.1% |
| 5Y | +47.7% | +119.0% | -71.2% | +29.6% |
| All | +47.7% | +116.8% | -69.0% | +29.6% |
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