+72.3%
XLC vs SMTC
+556.3%
-484.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -1.2% |
| 7D | +0.6% | +22.9% | -22.4% | -1.0% |
| 30D | +0.2% | +16.6% | -16.4% | -1.2% |
| 3M | +0.6% | +2.4% | -1.8% | -0.3% |
| 6M | -4.5% | +98.3% | -102.8% | -12.0% |
| YTD | -4.7% | +120.7% | -125.4% | -13.3% |
| 1Y | -1.7% | +168.3% | -169.9% | -12.6% |
| 3Y | +72.3% | +571.7% | -499.4% | +31.0% |
| All | +72.3% | +556.3% | -484.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling