+715.8%
VTV vs SMTC
+568.9%
+146.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.7% | +22.5% | -23.1% | -4.6% |
| 30D | -0.5% | +24.9% | -25.4% | -5.5% |
| 3M | +5.3% | +4.1% | +1.2% | +1.9% |
| 6M | +12.9% | +92.6% | -79.7% | -5.2% |
| YTD | +18.5% | +122.5% | -104.0% | -3.9% |
| 1Y | +25.3% | +166.2% | -140.9% | -3.2% |
| 3Y | +68.2% | +577.2% | -509.0% | -8.9% |
| 5Y | +80.6% | +119.0% | -38.3% | +23.9% |
| 10Y | +232.9% | +527.9% | -295.0% | +54.0% |
| All | +715.8% | +568.9% | +146.9% | +188.5% |
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