+351.4%
SMTC vs LII
+170.7%
+180.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.2% | +10.6% | +11.7% |
| 7D | -4.8% | -1.2% | -3.7% | -4.4% |
| 30D | -37.8% | -2.0% | -35.9% | -38.2% |
| 3M | -16.5% | -20.2% | +3.8% | -7.4% |
| 6M | -4.4% | -32.5% | +28.1% | +14.8% |
| YTD | +58.0% | -27.4% | +85.4% | +79.4% |
| 1Y | +62.0% | -28.2% | +90.2% | +85.2% |
| 3Y | +745.7% | -7.2% | +752.9% | +731.6% |
| 5Y | +29.0% | +19.9% | +9.1% | +7.2% |
| 10Y | +351.4% | +168.6% | +182.7% | +170.5% |
| All | +351.4% | +170.7% | +180.6% | +170.5% |
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