+277.4%
SMH vs LQD
+14.2%
+263.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.4% |
| 7D | +1.4% | -1.1% | +2.5% | +2.7% |
| 30D | -2.2% | -1.1% | -1.1% | -0.9% |
| 3M | -1.9% | -2.3% | +0.5% | +0.9% |
| 6M | +41.0% | -2.9% | +43.9% | +46.1% |
| YTD | +55.6% | -2.3% | +57.9% | +60.3% |
| 1Y | +86.8% | -2.2% | +89.0% | +92.3% |
| All | +277.4% | +14.2% | +263.2% | +230.4% |
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