+44.6%
SMCI vs LQD
+14.1%
+30.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.4% |
| 7D | +1.3% | -1.1% | +2.4% | +4.5% |
| 30D | +6.6% | -1.3% | +7.9% | +10.7% |
| 3M | +25.4% | -3.2% | +28.6% | +37.5% |
| 6M | +26.1% | -2.1% | +28.3% | +38.3% |
| YTD | +37.0% | -2.4% | +39.4% | +50.5% |
| 1Y | -8.8% | -2.7% | -6.1% | +1.0% |
| 3Y | +44.6% | +14.2% | +30.4% | +14.6% |
| All | +44.6% | +14.1% | +30.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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