+175.8%
VSH vs SMTC
+516.8%
-341.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | +3.1% | +17.5% | -14.4% | -4.2% |
| 30D | -5.7% | +21.3% | -27.0% | -14.5% |
| 3M | -42.5% | +3.1% | -45.6% | -43.8% |
| 6M | +82.7% | +81.7% | +1.0% | +40.9% |
| YTD | +118.2% | +115.9% | +2.3% | +56.3% |
| 1Y | +109.7% | +157.8% | -48.2% | +37.9% |
| 3Y | +35.3% | +557.3% | -522.0% | -51.3% |
| 5Y | +65.6% | +114.7% | -49.1% | -3.2% |
| All | +175.8% | +516.8% | -341.0% | +1.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling