+150.1%
VXUS vs SMTC
+504.7%
-354.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +0.3% | +22.5% | -22.2% | -3.1% |
| 30D | +0.7% | +24.9% | -24.2% | -3.5% |
| 3M | +4.8% | +4.1% | +0.7% | +2.2% |
| 6M | +11.3% | +92.6% | -81.2% | -3.1% |
| YTD | +16.5% | +122.5% | -106.0% | -1.4% |
| 1Y | +24.3% | +166.2% | -142.0% | +1.2% |
| 3Y | +74.5% | +577.2% | -502.7% | +5.0% |
| 5Y | +54.3% | +119.0% | -64.6% | +17.2% |
| 10Y | +150.1% | +527.9% | -377.8% | +40.3% |
| All | +150.1% | +504.7% | -354.6% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling