-2.1%
XLC vs SMR
-70.4%
+68.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -1.4% | +13.1% | -14.5% | -1.8% |
| 30D | -0.9% | +17.8% | -18.7% | -1.5% |
| 3M | -0.3% | +8.1% | -8.4% | -0.7% |
| 6M | -5.2% | -11.1% | +5.9% | -5.4% |
| YTD | -5.3% | -23.7% | +18.4% | -5.6% |
| All | -2.1% | -70.4% | +68.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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