+372.0%
LLY vs SMTC
+91.8%
+280.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.4% |
| 7D | -2.1% | +12.7% | -14.9% | -2.9% |
| 30D | -1.6% | +22.0% | -23.6% | -3.2% |
| 3M | +2.3% | -12.7% | +15.0% | +2.5% |
| 6M | +14.9% | +64.8% | -49.9% | +8.9% |
| YTD | +7.5% | +100.7% | -93.2% | +0.1% |
| 1Y | +55.7% | +146.9% | -91.2% | +42.1% |
| 3Y | +110.6% | +456.8% | -346.2% | +75.8% |
| All | +372.0% | +91.8% | +280.2% | +342.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling