+54.7%
XLE vs SMTC
+514.4%
-459.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.2% |
| 7D | +2.2% | +12.7% | -10.5% | +1.7% |
| 30D | +11.8% | +22.0% | -10.2% | +10.7% |
| 3M | +9.8% | -12.7% | +22.5% | +10.0% |
| 6M | +15.6% | +64.8% | -49.2% | +12.0% |
| YTD | +45.3% | +100.7% | -55.4% | +38.9% |
| 1Y | +48.3% | +146.9% | -98.6% | +39.6% |
| All | +54.7% | +514.4% | -459.7% | +34.6% |
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