+1,024.4%
VRT vs SMTC
+110.0%
+914.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.0% | -6.3% | -0.6% |
| 7D | +13.6% | +22.9% | -9.3% | +3.9% |
| 30D | +6.8% | +16.6% | -9.9% | -1.2% |
| 3M | -3.2% | +2.4% | -5.6% | -6.3% |
| 6M | +20.3% | +98.3% | -77.9% | -14.2% |
| YTD | +79.6% | +120.7% | -41.1% | +21.9% |
| 1Y | +139.0% | +168.3% | -29.3% | +48.7% |
| 3Y | +644.6% | +571.7% | +72.9% | +182.2% |
| 5Y | +1,024.4% | +114.0% | +910.4% | +716.7% |
| All | +1,024.4% | +110.0% | +914.3% | +716.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling