+87.9%
VUG vs SMTC
+556.3%
-468.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.3% | -1.7% |
| 7D | +0.9% | +22.9% | -22.1% | -2.1% |
| 30D | -1.4% | +16.6% | -18.1% | -4.1% |
| 3M | +2.3% | +2.4% | -0.1% | +0.4% |
| 6M | +15.7% | +98.3% | -82.6% | +1.7% |
| YTD | +8.6% | +120.7% | -112.1% | -6.3% |
| 1Y | +14.1% | +168.3% | -154.2% | -5.0% |
| 3Y | +87.9% | +571.7% | -483.8% | +29.0% |
| All | +87.9% | +556.3% | -468.4% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling