+670.6%
SMTC vs LII
+2,784.8%
-2,114.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.3% |
| 7D | +30.5% | -0.2% | +30.7% | +30.6% |
| 30D | -30.9% | -0.6% | -30.3% | -31.5% |
| 3M | -14.7% | -17.0% | +2.3% | -8.7% |
| 6M | -9.6% | -31.1% | +21.6% | +4.1% |
| YTD | +62.1% | -27.7% | +89.7% | +81.0% |
| 1Y | +66.6% | -26.2% | +92.7% | +84.4% |
| 3Y | +718.1% | -9.6% | +727.7% | +727.0% |
| 5Y | +32.8% | +15.7% | +17.1% | +18.5% |
| 10Y | +354.1% | +166.9% | +187.3% | +178.6% |
| All | +670.6% | +2,784.8% | -2,114.2% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling