+14.2%
LQD vs SMTC
+546.3%
-532.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.8% |
| 7D | -1.1% | +17.5% | -18.6% | -1.4% |
| 30D | -1.1% | +21.3% | -22.4% | -1.6% |
| 3M | -2.3% | +3.1% | -5.5% | -2.6% |
| 6M | -2.9% | +81.7% | -84.6% | -4.6% |
| YTD | -2.3% | +115.9% | -118.3% | -4.5% |
| 1Y | -2.2% | +157.8% | -160.0% | -4.8% |
| All | +14.2% | +546.3% | -532.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling