+65.1%
XLE vs SMTC
+696.5%
-631.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | 0.0% |
| 7D | -7.9% | -4.8% | -3.1% | -7.8% |
| 30D | -4.8% | -37.8% | +33.0% | -3.5% |
| 3M | +8.4% | -16.5% | +24.8% | +8.4% |
| 6M | +12.7% | -4.4% | +17.1% | +11.4% |
| YTD | +41.3% | +58.0% | -16.7% | +35.5% |
| 1Y | +42.3% | +62.0% | -19.7% | +36.0% |
| 3Y | +65.1% | +745.7% | -680.6% | +44.0% |
| All | +65.1% | +696.5% | -631.4% | +44.0% |
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