-2.7%
LQD vs SMTC
+169.6%
-172.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -1.1% | +13.1% | -14.2% | -1.3% |
| 30D | -1.3% | +19.5% | -20.7% | -1.6% |
| 3M | -3.2% | +2.2% | -5.5% | -3.4% |
| 6M | -2.1% | +94.9% | -97.0% | -4.1% |
| YTD | -2.4% | +127.0% | -129.3% | -4.7% |
| 1Y | -2.7% | +174.6% | -177.2% | -5.3% |
| All | -2.7% | +169.6% | -172.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling