+3,510.0%
VMC vs SMTC
+53,327.2%
-49,817.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.4% | -2.0% |
| 7D | -4.3% | +12.9% | -17.1% | -5.7% |
| 30D | +16.2% | -25.6% | +41.8% | +18.5% |
| 3M | -0.8% | -4.5% | +3.7% | -2.1% |
| 6M | +1.2% | -8.3% | +9.4% | -1.0% |
| YTD | +0.5% | +69.9% | -69.5% | -8.1% |
| 1Y | -2.9% | +73.9% | -76.8% | -11.5% |
| 3Y | +37.3% | +757.7% | -720.3% | +2.0% |
| 5Y | +48.8% | +38.7% | +10.1% | +28.9% |
| 10Y | +131.4% | +376.1% | -244.7% | +76.4% |
| All | +3,510.0% | +53,327.2% | -49,817.2% | +2,232.0% |
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