+132.2%
LLY vs SMTC
+597.8%
-465.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.5% | -1.4% |
| 7D | -4.5% | -19.0% | +14.5% | -3.7% |
| 30D | +13.9% | -46.7% | +60.6% | +17.2% |
| 3M | +13.8% | -23.4% | +37.2% | +13.7% |
| 6M | +37.6% | -13.4% | +51.0% | +34.2% |
| YTD | +26.6% | +40.1% | -13.5% | +17.1% |
| 1Y | +45.3% | +47.7% | -2.3% | +33.4% |
| 3Y | +132.2% | +606.9% | -474.7% | +83.5% |
| All | +132.2% | +597.8% | -465.6% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling