+170.7%
XLE vs SMTC
+493.3%
-322.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | -0.4% |
| 7D | 0.0% | +22.9% | -22.9% | -3.2% |
| 30D | +12.6% | +16.6% | -4.0% | +9.3% |
| 3M | +11.8% | +2.4% | +9.4% | +9.2% |
| 6M | +16.1% | +98.3% | -82.2% | -0.3% |
| YTD | +46.9% | +120.7% | -73.8% | +23.0% |
| 1Y | +53.3% | +168.3% | -115.0% | +22.6% |
| 3Y | +54.9% | +571.7% | -516.8% | -11.9% |
| 5Y | +225.7% | +114.0% | +111.7% | +145.2% |
| 10Y | +170.7% | +497.0% | -326.3% | +45.5% |
| All | +170.7% | +493.3% | -322.6% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling