+69.7%
VT vs SMTC
+518.9%
-449.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.5% | +13.4% | -2.3% |
| 7D | -4.2% | -35.0% | +30.8% | -0.1% |
| 30D | -5.8% | -53.6% | +47.8% | +1.4% |
| 3M | -5.2% | -24.5% | +19.3% | -4.0% |
| 6M | +0.1% | -19.0% | +19.1% | -0.4% |
| YTD | +8.2% | +24.2% | -16.0% | +1.8% |
| 1Y | +10.1% | +35.6% | -25.5% | +2.4% |
| All | +69.7% | +518.9% | -449.3% | +25.4% |
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