+96.3%
VTR vs SMTC
+548.2%
-451.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.1% |
| 7D | -0.3% | +13.1% | -13.4% | -1.9% |
| 30D | +1.1% | +19.5% | -18.4% | -1.7% |
| 3M | +7.9% | +2.2% | +5.7% | +5.8% |
| 6M | +6.2% | +94.9% | -88.7% | -6.8% |
| YTD | +17.7% | +127.0% | -109.2% | +0.6% |
| 1Y | +32.9% | +174.6% | -141.7% | +9.2% |
| 3Y | +129.7% | +615.9% | -486.2% | +37.3% |
| 5Y | +89.3% | +125.6% | -36.3% | +43.2% |
| All | +96.3% | +548.2% | -451.9% | +15.6% |
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 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