+823.0%
XLB vs SMTC
+1,255.3%
-432.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.5% |
| 7D | 0.0% | +30.5% | -30.5% | -4.6% |
| 30D | +5.3% | -30.9% | +36.1% | +10.3% |
| 3M | 0.0% | -14.7% | +14.7% | -0.3% |
| 6M | +1.2% | -9.6% | +10.8% | -2.2% |
| YTD | +16.9% | +62.1% | -45.2% | +0.4% |
| 1Y | +20.9% | +66.6% | -45.7% | +3.0% |
| 3Y | +43.3% | +718.1% | -674.8% | -18.3% |
| 5Y | +28.3% | +32.8% | -4.5% | -0.8% |
| 10Y | +165.3% | +354.1% | -188.8% | +56.1% |
| All | +823.0% | +1,255.3% | -432.3% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling