+62.5%
VWO vs SMTC
+579.3%
-516.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.2% |
| 7D | -1.8% | +13.1% | -14.9% | -3.0% |
| 30D | -0.1% | +19.5% | -19.6% | -2.2% |
| 3M | +2.2% | +2.2% | 0.0% | +1.0% |
| 6M | +8.8% | +94.9% | -86.1% | +0.3% |
| YTD | +12.4% | +127.0% | -114.6% | +2.1% |
| 1Y | +15.6% | +174.6% | -159.0% | +3.0% |
| 3Y | +62.5% | +615.9% | -553.4% | +26.1% |
| All | +62.5% | +579.3% | -516.8% | +26.1% |
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