-1.7%
XLC vs SMR
-81.8%
+80.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +3.7% | -8.3% | +12.0% | +4.0% |
| 30D | -1.9% | -20.1% | +18.1% | -1.4% |
| 3M | -3.1% | -52.7% | +49.6% | -1.5% |
| 6M | -6.4% | -61.0% | +54.7% | -4.2% |
| YTD | -6.8% | -67.1% | +60.3% | -5.4% |
| 1Y | -1.7% | -79.9% | +78.2% | +1.3% |
| All | -1.7% | -81.8% | +80.1% | +1.3% |
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