+174.9%
VSH vs SMTC
+516.8%
-341.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | 0.0% |
| 7D | +2.8% | +17.5% | -14.8% | -4.5% |
| 30D | -6.0% | +21.3% | -27.3% | -14.7% |
| 3M | -42.6% | +3.1% | -45.8% | -44.0% |
| 6M | +82.1% | +81.7% | +0.4% | +40.5% |
| YTD | +117.5% | +115.9% | +1.6% | +55.9% |
| 1Y | +109.0% | +157.8% | -48.8% | +37.5% |
| 3Y | +34.9% | +557.3% | -522.4% | -51.4% |
| 5Y | +65.1% | +114.7% | -49.6% | -3.5% |
| All | +174.9% | +516.8% | -341.8% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling