+66.7%
VSH vs SMTC
+110.0%
-43.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -4.8% |
| 7D | +6.2% | +22.9% | -16.7% | -2.1% |
| 30D | -11.1% | +16.6% | -27.8% | -17.1% |
| 3M | -44.9% | +2.4% | -47.3% | -45.9% |
| 6M | +90.0% | +98.3% | -8.3% | +49.1% |
| YTD | +118.8% | +120.7% | -1.9% | +65.5% |
| 1Y | +109.0% | +168.3% | -59.3% | +47.1% |
| 3Y | +35.6% | +571.7% | -536.1% | -37.3% |
| 5Y | +66.7% | +114.0% | -47.3% | +20.9% |
| All | +66.7% | +110.0% | -43.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling