+1,121.2%
VST vs SMTC
+337.3%
+783.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -6.0% | -10.9% | +4.9% | -3.2% |
| 30D | -18.8% | -39.4% | +20.6% | -8.2% |
| 3M | -8.0% | -13.5% | +5.5% | -6.3% |
| 6M | -10.9% | -6.8% | -4.1% | -13.0% |
| YTD | -18.3% | +54.0% | -72.3% | -31.1% |
| 1Y | -29.9% | +50.8% | -80.7% | -40.7% |
| 3Y | +290.3% | +677.3% | -387.0% | +127.6% |
| 5Y | +635.3% | +28.7% | +606.6% | +480.9% |
| All | +1,121.2% | +337.3% | +783.8% | +674.0% |
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 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