+373.4%
VST vs SMTC
+463.0%
-89.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +0.7% |
| 7D | +8.9% | +12.7% | -3.8% | +4.9% |
| 30D | +6.2% | +22.0% | -15.8% | -1.5% |
| 3M | -2.7% | -12.7% | +9.9% | -1.7% |
| 6M | -8.4% | +64.8% | -73.1% | -26.4% |
| YTD | -7.2% | +100.7% | -107.9% | -30.6% |
| 1Y | -20.9% | +146.9% | -167.8% | -45.3% |
| All | +373.4% | +463.0% | -89.5% | +171.4% |
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 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