+1,024.7%
XLE vs SMTC
+1,578.2%
-553.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -2.3% |
| 7D | +2.2% | +12.7% | -10.5% | +0.3% |
| 30D | +11.8% | +22.0% | -10.2% | +7.6% |
| 3M | +9.8% | -12.7% | +22.5% | +9.8% |
| 6M | +15.6% | +64.8% | -49.2% | +2.9% |
| YTD | +45.3% | +100.7% | -55.4% | +24.7% |
| 1Y | +48.3% | +146.9% | -98.6% | +21.9% |
| 3Y | +55.4% | +456.8% | -401.4% | +0.4% |
| 5Y | +216.1% | +89.2% | +126.9% | +138.7% |
| 10Y | +178.4% | +426.9% | -248.5% | +70.9% |
| All | +1,024.7% | +1,578.2% | -553.4% | +460.7% |
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