+1,817.6%
SMH vs LQD
+22.3%
+1,795.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -1.1% | +1.4% | +1.4% |
| 30D | -2.8% | -1.3% | -1.5% | -1.6% |
| 3M | -6.7% | -3.2% | -3.5% | -3.7% |
| 6M | +41.8% | -2.1% | +43.9% | +45.3% |
| YTD | +57.9% | -2.4% | +60.2% | +62.1% |
| 1Y | +87.6% | -2.7% | +90.3% | +93.3% |
| 3Y | +282.9% | +14.2% | +268.7% | +239.7% |
| 5Y | +330.4% | -5.8% | +336.2% | +345.0% |
| All | +1,817.6% | +22.3% | +1,795.3% | +1,675.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling