+35.6%
VSH vs SMTC
+556.3%
-520.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -4.9% |
| 7D | +6.2% | +22.9% | -16.7% | -2.2% |
| 30D | -11.1% | +16.6% | -27.8% | -17.2% |
| 3M | -44.9% | +2.4% | -47.3% | -46.0% |
| 6M | +90.0% | +98.3% | -8.3% | +49.8% |
| YTD | +118.8% | +120.7% | -1.9% | +66.6% |
| 1Y | +109.0% | +168.3% | -59.3% | +48.8% |
| 3Y | +35.6% | +571.7% | -536.1% | -33.9% |
| All | +35.6% | +556.3% | -520.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling