+0.1%
VT vs SMTC
-16.5%
+16.6%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.5% | +13.4% | -2.7% |
| 7D | -4.2% | -35.0% | +30.8% | -1.2% |
| 30D | -5.8% | -53.6% | +47.8% | -0.6% |
| 3M | -5.2% | -24.5% | +19.3% | -4.7% |
| 6M | +0.1% | -19.0% | +19.1% | +0.6% |
| All | +0.1% | -16.5% | +16.6% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling