+541.4%
SMCI vs XLP
+42.0%
+499.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.1% |
| 7D | -12.7% | +0.7% | -13.5% | -12.7% |
| 30D | -36.0% | +10.3% | -46.3% | -36.2% |
| 3M | -2.1% | +6.5% | -8.6% | -2.1% |
| 6M | -17.0% | +8.4% | -25.4% | -17.6% |
| YTD | -1.7% | +18.2% | -19.9% | -5.3% |
| 1Y | -28.7% | +22.4% | -51.1% | -32.2% |
| 3Y | +13.9% | +41.9% | -28.0% | -7.9% |
| All | +541.4% | +42.0% | +499.4% | +457.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling