+403.5%
VRT vs SMTC
+696.5%
-293.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.8% | -3.2% | +4.0% |
| 7D | -10.6% | -4.8% | -5.8% | -8.6% |
| 30D | -17.4% | -37.8% | +20.4% | +0.5% |
| 3M | -26.4% | -16.5% | -9.9% | -22.2% |
| 6M | -41.0% | -4.4% | -36.6% | -42.4% |
| YTD | +23.8% | +58.0% | -34.2% | -3.7% |
| 1Y | +11.6% | +62.0% | -50.4% | -14.0% |
| 3Y | +403.5% | +745.7% | -342.2% | +115.0% |
| All | +403.5% | +696.5% | -293.0% | +115.0% |
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 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