+1,250.4%
VUG vs SMTC
+503.4%
+747.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -2.8% |
| 7D | -0.1% | +12.7% | -12.8% | -3.2% |
| 30D | -0.3% | +22.0% | -22.3% | -6.4% |
| 3M | -0.7% | -12.7% | +12.0% | -0.4% |
| 6M | +14.6% | +64.8% | -50.2% | -4.5% |
| YTD | +9.0% | +100.7% | -91.7% | -14.3% |
| 1Y | +14.9% | +146.9% | -132.0% | -15.6% |
| 3Y | +86.0% | +456.8% | -370.8% | -7.2% |
| 5Y | +76.7% | +89.2% | -12.5% | +17.2% |
| 10Y | +411.3% | +426.9% | -15.6% | +127.7% |
| All | +1,250.4% | +503.4% | +747.0% | +355.2% |
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