-30.9%
SMCI vs XLP
+22.3%
-53.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.6% |
| 7D | -11.5% | +2.3% | -13.8% | -8.5% |
| 30D | -33.6% | +9.1% | -42.7% | -25.2% |
| 3M | -11.7% | +7.9% | -19.5% | -1.5% |
| 6M | -21.4% | +9.6% | -31.0% | -9.0% |
| YTD | -5.1% | +19.4% | -24.5% | +14.6% |
| 1Y | -30.9% | +22.4% | -53.2% | -16.3% |
| All | -30.9% | +22.3% | -53.1% | -16.3% |
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