+15.6%
XLB vs SMTC
+168.8%
-153.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -2.9% | +22.5% | -25.4% | -4.0% |
| 30D | -3.4% | +24.9% | -28.3% | -4.7% |
| 3M | +1.6% | +4.1% | -2.5% | +1.2% |
| 6M | +3.6% | +92.6% | -88.9% | -3.3% |
| YTD | +14.2% | +122.5% | -108.2% | +5.2% |
| 1Y | +15.6% | +166.2% | -150.6% | +5.1% |
| All | +15.6% | +168.8% | -153.2% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling