+63.3%
XLC vs SMTC
+690.9%
-627.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | +6.2% | -10.9% | +17.2% | +6.7% |
| 30D | -2.4% | -39.4% | +37.0% | +0.2% |
| 3M | -3.3% | -13.5% | +10.2% | -3.7% |
| 6M | -7.3% | -6.8% | -0.5% | -9.5% |
| YTD | -7.6% | +54.0% | -61.6% | -14.8% |
| 1Y | -3.7% | +50.8% | -54.5% | -11.2% |
| All | +63.3% | +690.9% | -627.6% | +17.2% |
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 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