+65.5%
VZ vs SMTC
+365.8%
-300.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | +0.7% |
| 7D | +2.2% | -4.8% | +7.1% | +2.3% |
| 30D | +10.6% | -37.8% | +48.4% | +11.1% |
| 3M | -0.6% | -16.5% | +15.9% | -0.7% |
| 6M | +0.7% | -4.4% | +5.1% | -0.1% |
| YTD | +20.6% | +58.0% | -37.4% | +17.6% |
| 1Y | +22.7% | +62.0% | -39.3% | +19.4% |
| 3Y | +57.2% | +745.7% | -688.4% | +34.5% |
| 5Y | +21.4% | +29.0% | -7.6% | +18.2% |
| 10Y | +65.5% | +351.4% | -285.9% | +36.0% |
| All | +65.5% | +365.8% | -300.3% | +36.0% |
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