+325.3%
VWO vs SMTC
+764.7%
-439.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.2% | +22.5% | -22.3% | -5.2% |
| 30D | +0.9% | +24.9% | -24.0% | -5.9% |
| 3M | +4.3% | +4.1% | +0.2% | 0.0% |
| 6M | +10.5% | +92.6% | -82.0% | -12.1% |
| YTD | +13.4% | +122.5% | -109.1% | -14.0% |
| 1Y | +18.6% | +166.2% | -147.7% | -15.5% |
| 3Y | +65.8% | +577.2% | -511.4% | -27.6% |
| 5Y | +35.2% | +119.0% | -83.8% | -18.3% |
| 10Y | +116.6% | +527.9% | -411.3% | -27.2% |
| All | +325.3% | +764.7% | -439.3% | -9.5% |
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