+656.9%
SMTC vs XHB
+173.9%
+483.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.3% | +8.6% |
| 7D | +12.7% | -1.3% | +14.0% | +13.7% |
| 30D | +22.0% | -6.9% | +28.9% | +27.3% |
| 3M | -12.7% | -1.3% | -11.4% | -12.4% |
| 6M | +64.8% | -6.8% | +71.6% | +71.9% |
| YTD | +100.7% | +0.7% | +100.0% | +98.3% |
| 1Y | +146.9% | -11.2% | +158.1% | +163.5% |
| 3Y | +456.8% | +25.3% | +431.5% | +386.8% |
| 5Y | +89.2% | +37.3% | +51.9% | +57.4% |
| 10Y | +426.9% | +211.5% | +215.3% | +180.0% |
| All | +656.9% | +173.9% | +483.0% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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