+1,142.3%
VST vs SMTC
+382.5%
+759.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | -1.0% |
| 7D | +10.9% | +12.9% | -1.9% | +7.0% |
| 30D | -15.6% | -25.6% | +10.0% | -9.6% |
| 3M | -7.8% | -4.5% | -3.2% | -8.6% |
| 6M | -12.0% | -8.3% | -3.7% | -13.7% |
| YTD | -16.9% | +69.9% | -86.8% | -31.8% |
| 1Y | -25.1% | +73.9% | -99.0% | -39.0% |
| 3Y | +297.1% | +757.7% | -460.6% | +125.3% |
| 5Y | +641.9% | +38.7% | +603.2% | +473.2% |
| 10Y | +1,142.3% | +376.1% | +766.2% | +666.3% |
| All | +1,142.3% | +382.5% | +759.8% | +666.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling