+1,855.0%
VRT vs SMTC
+139.9%
+1,715.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.1% |
| 7D | -17.7% | -10.9% | -6.8% | -13.8% |
| 30D | -20.0% | -39.4% | +19.4% | -3.3% |
| 3M | -28.1% | -13.5% | -14.5% | -25.2% |
| 6M | -42.8% | -6.8% | -36.0% | -43.2% |
| YTD | +20.0% | +54.0% | -34.0% | -2.6% |
| 1Y | +3.5% | +50.8% | -47.3% | -15.2% |
| 3Y | +366.1% | +677.3% | -311.2% | +99.1% |
| 5Y | +632.2% | +28.7% | +603.4% | +436.2% |
| All | +1,855.0% | +139.9% | +1,715.0% | +1,035.6% |
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 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