+1,421.9%
VSH vs SMTC
+50,861.1%
-49,439.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -3.3% |
| 7D | +26.2% | +30.5% | -4.3% | +17.2% |
| 30D | -12.5% | -30.9% | +18.4% | -2.6% |
| 3M | -16.9% | -14.7% | -2.2% | -13.6% |
| 6M | -17.0% | -9.6% | -7.4% | -14.1% |
| YTD | +93.8% | +62.1% | +31.7% | +69.7% |
| 1Y | +99.3% | +66.6% | +32.8% | +72.9% |
| 3Y | +35.0% | +718.1% | -683.1% | -30.5% |
| 5Y | +45.8% | +32.8% | +13.0% | +15.6% |
| 10Y | +127.1% | +354.1% | -227.0% | +29.7% |
| All | +1,421.9% | +50,861.1% | -49,439.2% | +492.4% |
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 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