+189.9%
LQD vs SMTC
+711.1%
-521.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -0.1% |
| 7D | +0.2% | +22.9% | -22.7% | 0.0% |
| 30D | -0.6% | +16.6% | -17.2% | -0.8% |
| 3M | -1.2% | +2.4% | -3.6% | -1.3% |
| 6M | -1.9% | +98.3% | -100.2% | -2.8% |
| YTD | -1.3% | +120.7% | -121.9% | -2.2% |
| 1Y | -1.0% | +168.3% | -169.3% | -2.2% |
| 3Y | +15.2% | +571.7% | -556.5% | +12.6% |
| 5Y | -4.4% | +114.0% | -118.4% | -6.6% |
| 10Y | +22.6% | +497.0% | -474.4% | +21.1% |
| All | +189.9% | +711.1% | -521.1% | +192.3% |
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 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