+223.0%
VT vs SMTC
+428.4%
-205.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -1.7% |
| 7D | +0.4% | +12.7% | -12.3% | -1.8% |
| 30D | +1.0% | +22.0% | -21.0% | -3.4% |
| 3M | +2.4% | -12.7% | +15.1% | +2.8% |
| 6M | +12.0% | +64.8% | -52.8% | -1.7% |
| YTD | +15.3% | +100.7% | -85.4% | -2.9% |
| 1Y | +22.6% | +146.9% | -124.3% | -1.7% |
| 3Y | +74.7% | +456.8% | -382.1% | +3.3% |
| 5Y | +66.1% | +89.2% | -23.1% | +25.9% |
| All | +223.0% | +428.4% | -205.4% | +78.2% |
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