+146.9%
SMTC vs XYL
-23.4%
+170.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.0% | +11.3% | +10.0% |
| 7D | +12.7% | -5.0% | +17.8% | +15.0% |
| 30D | +22.0% | -13.2% | +35.2% | +28.9% |
| 3M | -12.7% | -3.7% | -9.0% | -15.2% |
| 6M | +64.8% | -17.7% | +82.5% | +76.8% |
| YTD | +100.7% | -21.5% | +122.2% | +112.7% |
| 1Y | +146.9% | -24.5% | +171.4% | +179.3% |
| All | +146.9% | -23.4% | +170.3% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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