+32.0%
XEL vs SMTC
+122.8%
-90.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | 0.0% |
| 7D | -0.3% | +13.1% | -13.4% | -0.5% |
| 30D | -3.9% | +19.5% | -23.4% | -4.3% |
| 3M | -2.8% | +2.2% | -5.1% | -3.0% |
| 6M | -5.4% | +94.9% | -100.3% | -6.7% |
| YTD | +3.8% | +127.0% | -123.2% | +2.1% |
| 1Y | +6.8% | +174.6% | -167.7% | +4.8% |
| 3Y | +45.6% | +615.9% | -570.3% | +37.0% |
| All | +32.0% | +122.8% | -90.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling