+147.8%
XEL vs SMTC
+548.2%
-400.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.1% |
| 7D | -0.3% | +13.1% | -13.4% | -0.9% |
| 30D | -3.9% | +19.5% | -23.4% | -4.9% |
| 3M | -2.8% | +2.2% | -5.1% | -3.4% |
| 6M | -5.4% | +94.9% | -100.3% | -9.5% |
| YTD | +3.8% | +127.0% | -123.2% | -1.7% |
| 1Y | +6.8% | +174.6% | -167.7% | -0.1% |
| 3Y | +45.6% | +615.9% | -570.3% | +21.4% |
| 5Y | +30.7% | +125.6% | -94.9% | +19.5% |
| All | +147.8% | +548.2% | -400.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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