+164.5%
XLB vs SMTC
+504.7%
-340.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.9% | +22.5% | -25.4% | -6.4% |
| 30D | -3.4% | +24.9% | -28.3% | -7.7% |
| 3M | +1.6% | +4.1% | -2.5% | -1.3% |
| 6M | +3.6% | +92.6% | -88.9% | -11.6% |
| YTD | +14.2% | +122.5% | -108.2% | -5.7% |
| 1Y | +15.6% | +166.2% | -150.6% | -8.7% |
| 3Y | +33.1% | +577.2% | -544.1% | -25.9% |
| 5Y | +35.0% | +119.0% | -83.9% | -1.8% |
| 10Y | +164.5% | +527.9% | -363.3% | +36.1% |
| All | +164.5% | +504.7% | -340.2% | +36.1% |
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