+2,723.0%
VRT vs SMTC
+212.7%
+2,510.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.2% | -4.9% | +0.8% |
| 7D | +9.1% | +12.7% | -3.6% | +4.2% |
| 30D | +0.9% | +22.0% | -21.0% | -7.6% |
| 3M | -13.4% | -12.7% | -0.7% | -10.4% |
| 6M | +11.7% | +64.8% | -53.1% | -10.9% |
| YTD | +73.2% | +100.7% | -27.5% | +28.1% |
| 1Y | +123.4% | +146.9% | -23.5% | +52.5% |
| 3Y | +606.2% | +456.8% | +149.3% | +230.6% |
| 5Y | +899.9% | +89.2% | +810.7% | +547.2% |
| All | +2,723.0% | +212.7% | +2,510.4% | +1,394.3% |
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