+377.4%
VT vs SMTC
+909.5%
-532.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.1% |
| 7D | +0.4% | +12.7% | -12.3% | -2.4% |
| 30D | +1.0% | +22.0% | -21.0% | -4.7% |
| 3M | +2.4% | -12.7% | +15.1% | +2.7% |
| 6M | +12.0% | +64.8% | -52.8% | -5.4% |
| YTD | +15.3% | +100.7% | -85.4% | -7.7% |
| 1Y | +22.6% | +146.9% | -124.3% | -8.0% |
| 3Y | +74.7% | +456.8% | -382.1% | -11.1% |
| 5Y | +66.1% | +89.2% | -23.1% | +12.2% |
| 10Y | +225.0% | +426.9% | -201.9% | +35.4% |
| All | +377.4% | +909.5% | -532.0% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling