+17.6%
SMCI vs LQD
-3.2%
+20.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | +3.1% |
| 7D | -1.3% | -1.1% | -0.2% | +7.5% |
| 30D | +18.3% | -1.1% | +19.4% | +29.2% |
| 3M | +27.7% | -2.3% | +30.1% | +51.9% |
| 6M | +17.6% | -2.9% | +20.5% | +59.1% |
| All | +17.6% | -3.2% | +20.8% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling