-54.8%
SMZ price history and return analytics
+7.4%
-62.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +2.5% |
| 7D | -19.3% | -2.0% | -17.3% | -30.5% |
| 30D | -26.0% | -1.4% | -24.6% | -31.7% |
| 3M | -57.9% | +4.7% | -62.6% | -34.3% |
| 6M | -69.8% | +11.4% | -81.1% | -20.9% |
| All | -54.8% | +7.4% | -62.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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