+588.9%
VST vs SMTC
+13.5%
+575.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +12.7% | -2.2% | +6.9% |
| 7D | -9.8% | -19.0% | +9.2% | -4.4% |
| 30D | -25.1% | -46.7% | +21.6% | -11.6% |
| 3M | -11.6% | -23.4% | +11.8% | -6.8% |
| 6M | -20.9% | -13.4% | -7.5% | -21.4% |
| YTD | -22.3% | +40.1% | -62.4% | -33.8% |
| 1Y | -32.0% | +47.7% | -79.7% | -43.1% |
| 3Y | +262.4% | +606.9% | -344.5% | +125.7% |
| All | +588.9% | +13.5% | +575.5% | +468.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling