+877.0%
SMTC vs XLRE
+109.5%
+767.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.8% |
| 7D | +22.5% | -0.7% | +23.2% | +23.2% |
| 30D | +24.9% | -2.2% | +27.1% | +27.0% |
| 3M | +4.1% | -2.6% | +6.7% | +4.9% |
| 6M | +92.6% | +2.6% | +90.0% | +86.0% |
| YTD | +122.5% | +9.3% | +113.2% | +102.5% |
| 1Y | +166.2% | +7.2% | +159.0% | +146.3% |
| 3Y | +577.2% | +31.3% | +545.8% | +436.2% |
| 5Y | +119.0% | +8.1% | +110.8% | +102.6% |
| 10Y | +527.9% | +88.9% | +438.9% | +302.1% |
| All | +877.0% | +109.5% | +767.5% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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