+17,561.1%
LLY vs SMTC
+62,999.7%
-45,438.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.4% |
| 7D | -2.1% | +12.7% | -14.9% | -2.8% |
| 30D | -1.6% | +22.0% | -23.6% | -3.1% |
| 3M | +2.3% | -12.7% | +15.0% | +2.2% |
| 6M | +14.9% | +64.8% | -49.9% | +10.2% |
| YTD | +7.5% | +100.7% | -93.2% | +1.7% |
| 1Y | +55.7% | +146.9% | -91.2% | +45.1% |
| 3Y | +110.6% | +456.8% | -346.2% | +82.0% |
| 5Y | +363.4% | +89.2% | +274.2% | +320.0% |
| 10Y | +1,649.0% | +426.9% | +1,222.1% | +1,374.8% |
| All | +17,561.1% | +62,999.7% | -45,438.6% | +12,850.0% |
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 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