-9.3%
SMCI vs XLP
+6.1%
-15.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -4.5% |
| 7D | +5.2% | -2.9% | +8.1% | +1.9% |
| 30D | +23.7% | -2.2% | +26.0% | +20.8% |
| 3M | -4.2% | -0.6% | -3.6% | -3.3% |
| 6M | +21.7% | -2.2% | +23.9% | +21.3% |
| YTD | +33.0% | +8.3% | +24.7% | +45.4% |
| 1Y | -9.3% | +5.7% | -15.0% | -2.0% |
| All | -9.3% | +6.1% | -15.4% | -2.0% |
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