+1,367.1%
VSH vs SMTC
+48,322.4%
-46,955.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +2.2% |
| 7D | -1.6% | -10.9% | +9.4% | +1.8% |
| 30D | -21.3% | -39.4% | +18.1% | -9.2% |
| 3M | -18.9% | -13.5% | -5.4% | -16.1% |
| 6M | -21.4% | -6.8% | -14.6% | -19.5% |
| YTD | +86.8% | +54.0% | +32.8% | +65.9% |
| 1Y | +85.8% | +50.8% | +35.0% | +65.5% |
| 3Y | +30.1% | +677.3% | -647.2% | -32.1% |
| 5Y | +42.8% | +28.7% | +14.1% | +14.2% |
| 10Y | +121.2% | +339.9% | -218.7% | +27.5% |
| All | +1,367.1% | +48,322.4% | -46,955.3% | +479.0% |
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