+297.8%
VTI vs SMTC
+548.2%
-250.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.1% |
| 7D | -0.9% | +13.1% | -14.0% | -3.3% |
| 30D | -1.4% | +19.5% | -20.9% | -5.5% |
| 3M | +3.6% | +2.2% | +1.4% | +0.8% |
| 6M | +13.6% | +94.9% | -81.3% | -4.5% |
| YTD | +12.9% | +127.0% | -114.0% | -8.6% |
| 1Y | +17.2% | +174.6% | -157.3% | -9.6% |
| 3Y | +75.7% | +615.9% | -540.2% | -5.7% |
| 5Y | +75.4% | +125.6% | -50.2% | +25.1% |
| All | +297.8% | +548.2% | -250.5% | +105.4% |
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 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