+57.3%
LLY vs SMTC
+70.8%
-13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.9% | +13.5% | +0.1% |
| 7D | +10.1% | -24.5% | +34.6% | +8.8% |
| 30D | +24.0% | -42.5% | +66.5% | +22.2% |
| 3M | +27.3% | -14.1% | +41.4% | +25.7% |
| 6M | +47.0% | +3.6% | +43.4% | +40.5% |
| YTD | +32.6% | +50.6% | -18.0% | +23.3% |
| 1Y | +57.3% | +72.2% | -14.9% | +42.9% |
| All | +57.3% | +70.8% | -13.5% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling