+2,006.3%
LLY vs SMTC
+365.8%
+1,640.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.8% | -8.5% | +3.2% |
| 7D | +0.1% | -4.8% | +4.9% | +0.2% |
| 30D | +19.7% | -37.8% | +57.6% | +23.6% |
| 3M | +19.3% | -16.5% | +35.7% | +18.9% |
| 6M | +49.3% | -4.4% | +53.7% | +44.8% |
| YTD | +32.0% | +58.0% | -26.0% | +20.4% |
| 1Y | +53.7% | +62.0% | -8.3% | +39.4% |
| 3Y | +143.7% | +745.7% | -601.9% | +72.8% |
| 5Y | +463.9% | +29.0% | +434.9% | +401.6% |
| 10Y | +2,006.3% | +351.4% | +1,655.0% | +1,348.8% |
| All | +2,006.3% | +365.8% | +1,640.5% | +1,348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling