+49.9%
XLE vs SMTC
+70.8%
-21.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -12.9% | +8.2% | -4.9% |
| 7D | -7.2% | -24.5% | +17.3% | -7.7% |
| 30D | +0.1% | -42.5% | +42.6% | -1.1% |
| 3M | +9.2% | -14.1% | +23.3% | +9.3% |
| 6M | +8.4% | +3.6% | +4.8% | +10.9% |
| YTD | +44.9% | +50.6% | -5.7% | +52.7% |
| 1Y | +49.9% | +72.2% | -22.4% | +59.2% |
| All | +49.9% | +70.8% | -21.0% | +59.2% |
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