+64.6%
XLC vs SMR
+152.7%
-88.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +1.9% | +1.5% | +3.3% |
| 30D | -2.6% | -21.9% | +19.4% | -1.8% |
| 3M | -2.1% | -47.1% | +45.0% | 0.0% |
| 6M | -5.5% | -60.6% | +55.2% | -2.7% |
| YTD | -6.9% | -63.1% | +56.2% | -4.6% |
| 1Y | -3.7% | -80.4% | +76.7% | +1.1% |
| All | +64.6% | +152.7% | -88.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling