+387.0%
VNQ vs SMTC
+754.3%
-367.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.9% | +22.5% | -23.4% | -5.5% |
| 30D | -2.2% | +24.9% | -27.1% | -8.1% |
| 3M | -1.9% | +4.1% | -6.0% | -6.1% |
| 6M | +3.2% | +92.6% | -89.3% | -16.8% |
| YTD | +9.4% | +122.5% | -113.1% | -15.7% |
| 1Y | +7.5% | +166.2% | -158.7% | -21.9% |
| 3Y | +31.1% | +577.2% | -546.1% | -39.3% |
| 5Y | +6.6% | +119.0% | -112.4% | -33.7% |
| 10Y | +63.9% | +527.9% | -463.9% | -41.4% |
| All | +387.0% | +754.3% | -367.3% | +7.2% |
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