-1.5%
XLC vs SMTC
+153.7%
-155.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.6% |
| 7D | -1.7% | +17.5% | -19.2% | -1.8% |
| 30D | +0.2% | +21.3% | -21.1% | -0.1% |
| 3M | +0.7% | +3.1% | -2.4% | +0.8% |
| 6M | -4.5% | +81.7% | -86.2% | -9.1% |
| YTD | -4.7% | +115.9% | -120.7% | -10.5% |
| 1Y | -1.5% | +157.8% | -159.3% | -8.2% |
| All | -1.5% | +153.7% | -155.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling