+37.6%
XLC vs SMTC
+116.8%
-79.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.4% | +22.5% | -23.9% | -3.8% |
| 30D | -0.9% | +24.9% | -25.8% | -4.0% |
| 3M | -0.3% | +4.1% | -4.4% | -2.3% |
| 6M | -5.2% | +92.6% | -97.7% | -15.7% |
| YTD | -5.3% | +122.5% | -127.8% | -17.9% |
| 1Y | -2.8% | +166.2% | -169.0% | -18.6% |
| 3Y | +71.2% | +577.2% | -506.0% | +9.3% |
| 5Y | +37.6% | +119.0% | -81.4% | +17.8% |
| All | +37.6% | +116.8% | -79.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling