+66.2%
XLF vs SMR
+7.6%
+58.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -1.0% | +13.1% | -14.1% | -1.6% |
| 30D | -1.3% | +17.8% | -19.1% | -2.2% |
| 3M | +9.1% | +8.1% | +1.0% | +8.3% |
| 6M | +14.4% | -11.1% | +25.5% | +13.8% |
| YTD | +5.1% | -23.7% | +28.8% | +4.9% |
| 1Y | +8.6% | -69.4% | +78.0% | +12.1% |
| 3Y | +74.4% | +82.6% | -8.2% | +56.0% |
| All | +66.2% | +7.6% | +58.6% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling