+22.2%
LQD vs SMTC
+548.2%
-526.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.2% |
| 7D | -1.1% | +13.1% | -14.2% | -1.4% |
| 30D | -1.3% | +19.5% | -20.7% | -1.8% |
| 3M | -3.2% | +2.2% | -5.5% | -3.5% |
| 6M | -2.1% | +94.9% | -97.0% | -4.4% |
| YTD | -2.4% | +127.0% | -129.3% | -5.1% |
| 1Y | -2.7% | +174.6% | -177.2% | -6.0% |
| 3Y | +14.2% | +615.9% | -601.7% | +5.2% |
| 5Y | -5.8% | +125.6% | -131.4% | -11.1% |
| All | +22.2% | +548.2% | -526.1% | +15.1% |
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