+153.0%
HYG vs SMTC
+1,102.8%
-949.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +22.5% | -22.6% | -1.8% |
| 30D | -0.1% | +24.9% | -25.0% | -2.1% |
| 3M | +0.7% | +4.1% | -3.4% | -0.5% |
| 6M | +1.5% | +92.6% | -91.0% | -5.3% |
| YTD | +1.9% | +122.5% | -120.5% | -6.3% |
| 1Y | +3.7% | +166.2% | -162.5% | -6.5% |
| 3Y | +26.5% | +577.2% | -550.7% | -1.4% |
| 5Y | +19.0% | +119.0% | -100.0% | +2.4% |
| 10Y | +56.5% | +527.9% | -471.4% | +14.0% |
| All | +153.0% | +1,102.8% | -949.8% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling