+566.5%
VTRS vs SMTC
+69,847.7%
-69,281.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -3.5% | +22.5% | -25.9% | -5.3% |
| 30D | +2.1% | +24.9% | -22.8% | -0.2% |
| 3M | +2.6% | +4.1% | -1.5% | +1.0% |
| 6M | +17.8% | +92.6% | -74.8% | +8.8% |
| YTD | +35.7% | +122.5% | -86.8% | +23.5% |
| 1Y | +63.5% | +166.2% | -102.7% | +45.8% |
| 3Y | +85.1% | +577.2% | -492.0% | +44.3% |
| 5Y | +42.5% | +119.0% | -76.5% | +20.8% |
| 10Y | -48.2% | +527.9% | -576.1% | -60.3% |
| All | +566.5% | +69,847.7% | -69,281.2% | +339.7% |
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