+524.0%
SMTC vs XYL
+449.8%
+74.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.0% | +11.3% | +10.6% |
| 7D | +12.7% | -5.0% | +17.8% | +16.6% |
| 30D | +22.0% | -13.2% | +35.2% | +33.8% |
| 3M | -12.7% | -3.7% | -9.0% | -12.0% |
| 6M | +64.8% | -17.7% | +82.5% | +85.3% |
| YTD | +100.7% | -21.5% | +122.2% | +131.4% |
| 1Y | +146.9% | -24.5% | +171.4% | +193.6% |
| 3Y | +456.8% | +6.9% | +449.9% | +428.8% |
| 5Y | +89.2% | -18.1% | +107.3% | +108.6% |
| 10Y | +426.9% | +134.7% | +292.1% | +202.3% |
| All | +524.0% | +449.8% | +74.2% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling