+74.2%
XLF vs SMR
+44.5%
+29.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.7% | +16.3% | +1.3% |
| 7D | -1.5% | -11.2% | +9.8% | -1.1% |
| 30D | -1.2% | -10.2% | +9.1% | -0.9% |
| 3M | +9.2% | -10.0% | +19.2% | +9.1% |
| 6M | +16.3% | -30.5% | +46.8% | +16.9% |
| YTD | +5.4% | -39.2% | +44.7% | +6.2% |
| 1Y | +7.6% | -75.5% | +83.1% | +11.4% |
| 3Y | +74.2% | +45.4% | +28.8% | +62.1% |
| All | +74.2% | +44.5% | +29.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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