+2,024.1%
LLY vs SMTC
+334.8%
+1,689.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.6% |
| 7D | +1.6% | -10.9% | +12.6% | +2.3% |
| 30D | +21.5% | -39.4% | +60.9% | +25.6% |
| 3M | +16.4% | -13.5% | +30.0% | +15.7% |
| 6M | +51.5% | -6.8% | +58.3% | +47.2% |
| YTD | +33.9% | +54.0% | -20.1% | +22.3% |
| 1Y | +49.1% | +50.8% | -1.7% | +36.2% |
| 3Y | +144.6% | +677.3% | -532.7% | +75.0% |
| 5Y | +466.3% | +28.7% | +437.6% | +402.8% |
| 10Y | +2,024.1% | +339.9% | +1,684.3% | +1,387.7% |
| All | +2,024.1% | +334.8% | +1,689.3% | +1,387.7% |
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