+27.6%
SMTC vs XYL
-23.3%
+50.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | +11.0% | -3.7% | +14.8% | +13.6% |
| 30D | -28.5% | -8.3% | -20.2% | -27.1% |
| 3M | -14.2% | -21.4% | +7.2% | -2.7% |
| 6M | -18.0% | -12.9% | -5.1% | -15.4% |
| YTD | +55.5% | -30.1% | +85.6% | +88.0% |
| 1Y | +69.5% | -35.2% | +104.7% | +118.4% |
| 3Y | +699.7% | -0.8% | +700.4% | +660.2% |
| All | +27.6% | -23.3% | +50.9% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling