+21.8%
VZ vs SMTC
+26.3%
-4.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.5% |
| 7D | +1.5% | +11.0% | -9.6% | +1.8% |
| 30D | +4.4% | -28.5% | +32.9% | +3.7% |
| 3M | -2.4% | -14.2% | +11.9% | -2.5% |
| 6M | +1.4% | -18.0% | +19.4% | +1.3% |
| YTD | +21.4% | +55.5% | -34.1% | +22.0% |
| 1Y | +20.3% | +69.5% | -49.3% | +20.9% |
| 3Y | +57.4% | +699.7% | -642.3% | +52.4% |
| All | +21.8% | +26.3% | -4.5% | +15.2% |
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