+409.6%
VUG vs SMTC
+516.8%
-107.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -1.9% | +17.5% | -19.4% | -5.6% |
| 30D | -1.6% | +21.3% | -22.9% | -6.7% |
| 3M | +4.4% | +3.1% | +1.2% | +0.9% |
| 6M | +13.2% | +81.7% | -68.5% | -6.2% |
| YTD | +7.5% | +115.9% | -108.5% | -15.1% |
| 1Y | +12.5% | +157.8% | -145.3% | -15.8% |
| 3Y | +86.0% | +557.3% | -471.3% | -7.1% |
| 5Y | +76.5% | +114.7% | -38.2% | +21.4% |
| All | +409.6% | +516.8% | -107.2% | +149.5% |
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 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