+227.8%
VST vs SMTC
+518.9%
-291.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -17.5% | +11.3% | -0.4% |
| 7D | -19.9% | -35.0% | +15.1% | -8.0% |
| 30D | -29.7% | -53.6% | +23.9% | -10.4% |
| 3M | -19.6% | -24.5% | +4.9% | -14.5% |
| 6M | -29.4% | -19.0% | -10.4% | -29.2% |
| YTD | -29.7% | +24.2% | -53.9% | -40.9% |
| 1Y | -40.0% | +35.6% | -75.7% | -51.4% |
| All | +227.8% | +518.9% | -291.1% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling