+2,053.0%
LLY vs SMTC
+351.6%
+1,701.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | +4.6% | +30.5% | -25.9% | +2.2% |
| 30D | +22.4% | -30.9% | +53.2% | +25.2% |
| 3M | +17.1% | -14.7% | +31.8% | +16.7% |
| 6M | +44.6% | -9.6% | +54.2% | +41.3% |
| YTD | +33.5% | +62.1% | -28.6% | +21.4% |
| 1Y | +41.1% | +66.6% | -25.5% | +27.6% |
| 3Y | +143.8% | +718.1% | -574.3% | +73.6% |
| 5Y | +473.4% | +32.8% | +440.6% | +408.5% |
| All | +2,053.0% | +351.6% | +1,701.4% | +1,404.2% |
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