-6.4%
XLC vs SMR
-61.3%
+54.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +3.7% | -8.3% | +12.0% | +3.9% |
| 30D | -1.9% | -20.1% | +18.1% | -1.6% |
| 3M | -3.1% | -52.7% | +49.6% | -2.6% |
| 6M | -6.4% | -61.0% | +54.7% | -5.0% |
| All | -6.4% | -61.3% | +54.9% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling