+50.0%
LULU vs SMTC
+548.2%
-498.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.1% |
| 7D | -1.6% | +13.1% | -14.7% | -4.3% |
| 30D | -18.1% | +19.5% | -37.6% | -22.5% |
| 3M | -18.8% | +2.2% | -21.0% | -22.4% |
| 6M | -39.2% | +94.9% | -134.1% | -51.9% |
| YTD | -52.4% | +127.0% | -179.3% | -64.1% |
| 1Y | -40.3% | +174.6% | -214.9% | -58.0% |
| 3Y | -75.1% | +615.9% | -691.0% | -89.3% |
| 5Y | -76.7% | +125.6% | -202.3% | -85.1% |
| All | +50.0% | +548.2% | -498.3% | -30.4% |
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