+46.7%
XLB vs SMTC
+696.5%
-649.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.8% | -10.9% | +1.0% |
| 7D | -1.4% | -4.8% | +3.5% | -1.3% |
| 30D | +7.1% | -37.8% | +44.9% | +10.2% |
| 3M | +0.6% | -16.5% | +17.1% | +0.6% |
| 6M | +3.5% | -4.4% | +7.9% | +1.2% |
| YTD | +18.2% | +58.0% | -39.8% | +9.7% |
| 1Y | +25.6% | +62.0% | -36.4% | +16.0% |
| 3Y | +46.7% | +745.7% | -699.0% | +9.9% |
| All | +46.7% | +696.5% | -649.8% | +9.9% |
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