+1,636.0%
VSH vs SMTC
+62,999.7%
-61,363.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.2% | -4.8% | +1.8% |
| 7D | +4.1% | +12.7% | -8.7% | +0.6% |
| 30D | -4.2% | +22.0% | -26.1% | -10.0% |
| 3M | -50.0% | -12.7% | -37.3% | -48.0% |
| 6M | +80.2% | +64.8% | +15.4% | +57.2% |
| YTD | +121.1% | +100.7% | +20.4% | +82.4% |
| 1Y | +112.0% | +146.9% | -34.9% | +64.1% |
| 3Y | +22.5% | +456.8% | -434.3% | -31.3% |
| 5Y | +64.0% | +89.2% | -25.2% | +18.0% |
| 10Y | +170.4% | +426.9% | -256.5% | +47.7% |
| All | +1,636.0% | +62,999.7% | -61,363.8% | +536.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling