-37.6%
SMCI vs XLP
+24.3%
-61.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.1% | -1.4% |
| 7D | -17.3% | +5.9% | -23.2% | -10.6% |
| 30D | -31.5% | +13.5% | -44.9% | -19.5% |
| 3M | -6.6% | +8.4% | -15.0% | +4.7% |
| 6M | +6.0% | +11.5% | -5.5% | +23.8% |
| YTD | +1.1% | +20.6% | -19.5% | +21.5% |
| 1Y | -37.6% | +24.3% | -61.9% | -26.3% |
| All | -37.6% | +24.3% | -61.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling