+348.0%
VT vs SMTC
+524.8%
-176.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.5% | +13.4% | -0.2% |
| 7D | -4.2% | -35.0% | +30.8% | +4.7% |
| 30D | -5.8% | -53.6% | +47.8% | +10.2% |
| 3M | -5.2% | -24.5% | +19.3% | -2.7% |
| 6M | +0.1% | -19.0% | +19.1% | -1.6% |
| YTD | +8.2% | +24.2% | -16.0% | -5.8% |
| 1Y | +10.1% | +35.6% | -25.5% | -6.7% |
| 3Y | +69.7% | +521.9% | -452.2% | -20.1% |
| 5Y | +53.4% | +1.5% | +51.9% | +18.4% |
| 10Y | +219.2% | +274.7% | -55.5% | +37.4% |
| All | +348.0% | +524.8% | -176.8% | +23.5% |
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