+142.5%
XLC vs SMTC
+196.1%
-53.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -2.7% |
| 7D | -0.8% | +12.7% | -13.6% | -2.9% |
| 30D | +1.0% | +22.0% | -20.9% | -3.3% |
| 3M | -0.7% | -12.7% | +12.0% | -0.7% |
| 6M | -5.1% | +64.8% | -69.9% | -17.4% |
| YTD | -4.3% | +100.7% | -105.0% | -20.3% |
| 1Y | -0.6% | +146.9% | -147.5% | -21.4% |
| 3Y | +72.7% | +456.8% | -384.1% | -2.2% |
| 5Y | +38.0% | +89.2% | -51.2% | +3.8% |
| All | +142.5% | +196.1% | -53.6% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling