+497.0%
SMTC vs LII
+167.7%
+329.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.3% | +10.7% |
| 7D | +22.9% | +2.1% | +20.8% | +21.4% |
| 30D | +16.6% | -12.4% | +29.1% | +25.2% |
| 3M | +2.4% | -24.8% | +27.2% | +17.8% |
| 6M | +98.3% | -25.2% | +123.4% | +127.8% |
| YTD | +120.7% | -20.3% | +140.9% | +142.5% |
| 1Y | +168.3% | -32.9% | +201.2% | +224.4% |
| 3Y | +571.7% | +2.0% | +569.7% | +538.6% |
| 5Y | +114.0% | +24.4% | +89.6% | +77.1% |
| 10Y | +497.0% | +167.2% | +329.8% | +253.0% |
| All | +497.0% | +167.7% | +329.3% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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