+120.4%
VSH vs SMTC
+351.6%
-231.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -2.6% |
| 7D | +26.2% | +30.5% | -4.3% | +12.3% |
| 30D | -12.5% | -30.9% | +18.4% | +2.6% |
| 3M | -16.9% | -14.7% | -2.2% | -12.6% |
| 6M | -17.0% | -9.6% | -7.4% | -13.9% |
| YTD | +93.8% | +62.1% | +31.7% | +56.4% |
| 1Y | +99.3% | +66.6% | +32.8% | +58.4% |
| 3Y | +35.0% | +718.1% | -683.1% | -55.4% |
| 5Y | +45.8% | +32.8% | +13.0% | +7.2% |
| All | +120.4% | +351.6% | -231.2% | -2.3% |
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 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