+499.6%
SMTC vs XYL
+149.5%
+350.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.2% |
| 7D | +17.5% | -1.2% | +18.8% | +18.6% |
| 30D | +21.3% | -13.2% | +34.5% | +34.4% |
| 3M | +3.1% | -0.2% | +3.3% | +1.3% |
| 6M | +81.7% | -12.5% | +94.2% | +96.8% |
| YTD | +115.9% | -20.9% | +136.8% | +150.3% |
| 1Y | +157.8% | -21.6% | +179.4% | +202.3% |
| 3Y | +557.3% | +16.1% | +541.1% | +483.0% |
| 5Y | +114.7% | -15.6% | +130.3% | +132.9% |
| All | +499.6% | +149.5% | +350.1% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling