-50.0%
VTRS vs SMTC
+548.2%
-598.2%
-82.0%
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% | 0.0% |
| 7D | -2.2% | +13.1% | -15.3% | -4.1% |
| 30D | +3.3% | +19.5% | -16.1% | -0.1% |
| 3M | +2.0% | +2.2% | -0.3% | -0.5% |
| 6M | +19.9% | +94.9% | -74.9% | +2.9% |
| YTD | +35.7% | +127.0% | -91.2% | +13.1% |
| 1Y | +68.1% | +174.6% | -106.5% | +33.9% |
| 3Y | +87.1% | +615.9% | -528.8% | +6.6% |
| 5Y | +47.6% | +125.6% | -78.0% | +8.9% |
| All | -50.0% | +548.2% | -598.2% | -70.9% |
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