+25.5%
VZ vs SMTC
+91.8%
-66.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -0.7% |
| 7D | +0.1% | +12.7% | -12.7% | +0.3% |
| 30D | +7.9% | +22.0% | -14.1% | +8.3% |
| 3M | +13.6% | -12.7% | +26.3% | +13.8% |
| 6M | +1.1% | +64.8% | -63.7% | +1.8% |
| YTD | +29.3% | +100.7% | -71.4% | +30.4% |
| 1Y | +21.2% | +146.9% | -125.7% | +22.4% |
| 3Y | +75.9% | +456.8% | -380.9% | +73.9% |
| All | +25.5% | +91.8% | -66.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling