+644.6%
VRT vs SMTC
+556.3%
+88.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.0% | -6.3% | -0.4% |
| 7D | +13.6% | +22.9% | -9.3% | +4.3% |
| 30D | +6.8% | +16.6% | -9.9% | -0.8% |
| 3M | -3.2% | +2.4% | -5.6% | -6.1% |
| 6M | +20.3% | +98.3% | -77.9% | -12.6% |
| YTD | +79.6% | +120.7% | -41.1% | +24.7% |
| 1Y | +139.0% | +168.3% | -29.3% | +53.1% |
| 3Y | +644.6% | +571.7% | +72.9% | +248.5% |
| All | +644.6% | +556.3% | +88.3% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling