+224.6%
VT vs SMTC
+382.5%
-157.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | -0.6% |
| 7D | -0.7% | +12.9% | -13.5% | -3.2% |
| 30D | -1.7% | -25.6% | +23.8% | +2.1% |
| 3M | -2.3% | -4.5% | +2.2% | -4.2% |
| 6M | +1.5% | -8.3% | +9.8% | -1.7% |
| YTD | +12.0% | +69.9% | -57.9% | -4.8% |
| 1Y | +12.9% | +73.9% | -61.0% | -4.8% |
| 3Y | +74.9% | +757.7% | -682.7% | -8.8% |
| 5Y | +59.9% | +38.7% | +21.2% | +27.7% |
| 10Y | +224.6% | +376.1% | -151.5% | +90.1% |
| All | +224.6% | +382.5% | -157.9% | +90.1% |
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