+70.6%
VZ vs SMTC
+334.8%
-264.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.6% |
| 7D | +2.4% | -10.9% | +13.3% | +2.4% |
| 30D | +11.2% | -39.4% | +50.6% | +11.8% |
| 3M | 0.0% | -13.5% | +13.5% | -0.2% |
| 6M | +1.3% | -6.8% | +8.1% | +0.5% |
| YTD | +21.3% | +54.0% | -32.7% | +18.3% |
| 1Y | +23.9% | +50.8% | -26.8% | +20.9% |
| 3Y | +57.7% | +677.3% | -619.6% | +35.5% |
| 5Y | +21.2% | +28.7% | -7.5% | +17.8% |
| 10Y | +70.6% | +339.9% | -269.3% | +42.7% |
| All | +70.6% | +334.8% | -264.3% | +42.7% |
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