+3,437.2%
VMC vs SMTC
+48,791.7%
-45,354.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -1.3% | +11.0% | -12.3% | -2.3% |
| 30D | +15.5% | -28.5% | +44.0% | +18.1% |
| 3M | +0.6% | -14.2% | +14.8% | +0.4% |
| 6M | +2.1% | -18.0% | +20.1% | +1.0% |
| YTD | -1.6% | +55.5% | -57.1% | -9.2% |
| 1Y | -1.2% | +69.5% | -70.7% | -9.8% |
| 3Y | +35.3% | +699.7% | -664.3% | +1.1% |
| 5Y | +43.6% | +27.4% | +16.2% | +25.4% |
| 10Y | +126.7% | +335.7% | -209.0% | +74.3% |
| All | +3,437.2% | +48,791.7% | -45,354.6% | +2,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling