+4,743.3%
SMH vs LQD
+190.1%
+4,553.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -1.5% | -0.6% | -1.0% | -1.3% |
| 3M | -4.1% | -1.2% | -2.9% | -3.6% |
| 6M | +50.8% | -1.9% | +52.7% | +52.2% |
| YTD | +59.3% | -1.3% | +60.6% | +60.4% |
| 1Y | +94.1% | -1.0% | +95.1% | +95.2% |
| 3Y | +286.7% | +15.2% | +271.5% | +268.4% |
| 5Y | +339.4% | -4.4% | +343.8% | +335.8% |
| 10Y | +1,803.3% | +22.6% | +1,780.7% | +1,753.9% |
| All | +4,743.3% | +190.1% | +4,553.1% | +9,708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling