+20,705.6%
LLY vs SMTC
+43,936.3%
-23,230.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.5% | -1.5% |
| 7D | -4.5% | -19.0% | +14.5% | -3.5% |
| 30D | +13.9% | -46.7% | +60.6% | +17.4% |
| 3M | +13.8% | -23.4% | +37.2% | +14.3% |
| 6M | +37.6% | -13.4% | +51.0% | +36.2% |
| YTD | +26.6% | +40.1% | -13.5% | +21.3% |
| 1Y | +45.3% | +47.7% | -2.3% | +38.7% |
| 3Y | +132.2% | +606.9% | -474.7% | +97.2% |
| 5Y | +434.7% | +14.4% | +420.3% | +394.9% |
| 10Y | +2,084.3% | +322.5% | +1,761.8% | +1,753.5% |
| All | +20,705.6% | +43,936.3% | -23,230.6% | +15,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling