+119.0%
SMTC vs XYL
-15.4%
+134.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | +22.5% | +0.8% | +21.6% | +21.7% |
| 30D | +24.9% | -10.8% | +35.7% | +35.4% |
| 3M | +4.1% | -2.5% | +6.6% | +3.7% |
| 6M | +92.6% | -12.2% | +104.7% | +107.6% |
| YTD | +122.5% | -20.1% | +142.5% | +155.6% |
| 1Y | +166.2% | -20.6% | +186.9% | +209.4% |
| 3Y | +577.2% | +17.3% | +559.8% | +502.0% |
| 5Y | +119.0% | -14.5% | +133.5% | +121.5% |
| All | +119.0% | -15.4% | +134.4% | +121.5% |
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