+36.5%
XLB vs SMTC
+110.0%
-73.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -10.9% | -2.1% |
| 7D | -0.2% | +22.9% | -23.2% | -2.7% |
| 30D | -1.7% | +16.6% | -18.4% | -3.9% |
| 3M | +4.4% | +2.4% | +1.9% | +2.7% |
| 6M | +5.0% | +98.3% | -93.2% | -6.0% |
| YTD | +15.5% | +120.7% | -105.2% | +1.6% |
| 1Y | +14.9% | +168.3% | -153.3% | -2.1% |
| 3Y | +34.5% | +571.7% | -537.2% | -10.0% |
| 5Y | +36.5% | +114.0% | -77.5% | +13.9% |
| All | +36.5% | +110.0% | -73.5% | +13.9% |
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 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