+43.4%
SMH vs LQD
-1.7%
+45.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -4.2% |
| 7D | -11.2% | +0.4% | -11.6% | -11.9% |
| 30D | -20.4% | +2.6% | -23.1% | -25.1% |
| 3M | -12.4% | -1.7% | -10.7% | -7.6% |
| 6M | -0.5% | -1.9% | +1.4% | +6.2% |
| YTD | +40.0% | -2.2% | +42.2% | +49.2% |
| 1Y | +43.4% | -1.9% | +45.3% | +52.8% |
| All | +43.4% | -1.7% | +45.1% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling