+55.0%
XEL vs SMTC
+698.5%
-643.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.1% |
| 7D | +2.4% | +11.0% | -8.6% | +2.4% |
| 30D | +8.3% | -28.5% | +36.8% | +8.4% |
| 3M | +4.2% | -14.2% | +18.4% | +4.2% |
| 6M | +3.7% | -18.0% | +21.7% | +3.7% |
| YTD | +13.1% | +55.5% | -42.4% | +13.2% |
| 1Y | +5.0% | +69.5% | -64.5% | +5.2% |
| 3Y | +55.0% | +699.7% | -644.7% | +56.7% |
| All | +55.0% | +698.5% | -643.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling