+65.7%
XLF vs SMR
+1.6%
+64.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | -0.1% |
| 7D | -2.9% | +4.7% | -7.6% | -3.1% |
| 30D | -1.6% | +3.2% | -4.8% | -1.9% |
| 3M | +9.3% | +9.9% | -0.6% | +8.3% |
| 6M | +14.6% | -15.1% | +29.7% | +14.3% |
| YTD | +4.7% | -27.9% | +32.7% | +4.9% |
| 1Y | +8.6% | -70.2% | +78.9% | +12.2% |
| 3Y | +73.9% | +72.5% | +1.4% | +55.8% |
| All | +65.7% | +1.6% | +64.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling