+213.7%
VT vs SMTC
+313.7%
-100.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.7% | -12.5% | -1.9% |
| 7D | -2.3% | -19.0% | +16.7% | +0.6% |
| 30D | -5.0% | -46.7% | +41.8% | +4.7% |
| 3M | -4.9% | -23.4% | +18.5% | -3.0% |
| 6M | -1.5% | -13.4% | +11.9% | -3.9% |
| YTD | +8.5% | +40.1% | -31.6% | -4.5% |
| 1Y | +11.4% | +47.7% | -36.3% | -3.4% |
| 3Y | +70.1% | +606.9% | -536.8% | -8.3% |
| 5Y | +53.7% | +14.4% | +39.3% | +27.1% |
| All | +213.7% | +313.7% | -100.0% | +92.7% |
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