-5.8%
LQD vs SMTC
+112.1%
-117.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.8% |
| 7D | -1.1% | +17.5% | -18.6% | -1.6% |
| 30D | -1.1% | +21.3% | -22.4% | -1.8% |
| 3M | -2.3% | +3.1% | -5.5% | -2.8% |
| 6M | -2.9% | +81.7% | -84.6% | -5.3% |
| YTD | -2.3% | +115.9% | -118.3% | -5.3% |
| 1Y | -2.2% | +157.8% | -160.0% | -5.8% |
| 3Y | +14.0% | +557.3% | -543.3% | +2.9% |
| 5Y | -5.8% | +114.7% | -120.4% | -11.8% |
| All | -5.8% | +112.1% | -117.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling