+22.7%
VWO vs SMTC
+154.8%
-132.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | -0.5% |
| 7D | +1.1% | +12.7% | -11.7% | -0.5% |
| 30D | +2.4% | +22.0% | -19.6% | -1.0% |
| 3M | +2.0% | -12.7% | +14.7% | +2.6% |
| 6M | +10.7% | +64.8% | -54.1% | +0.3% |
| YTD | +14.4% | +100.7% | -86.3% | +1.2% |
| 1Y | +22.7% | +146.9% | -124.2% | +7.2% |
| All | +22.7% | +154.8% | -132.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling