+80.0%
VUG vs SMTC
+772.6%
-692.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.7% | +0.2% |
| 7D | -1.1% | +12.9% | -13.9% | -3.1% |
| 30D | -7.0% | -25.6% | +18.6% | -4.0% |
| 3M | -3.7% | -4.5% | +0.8% | -5.1% |
| 6M | -1.6% | -8.3% | +6.7% | -3.9% |
| YTD | +5.1% | +69.9% | -64.8% | -7.9% |
| 1Y | +3.8% | +73.9% | -70.2% | -9.7% |
| All | +80.0% | +772.6% | -692.7% | +18.6% |
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