+248.8%
XLF vs SMTC
+548.2%
-299.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.2% |
| 7D | -1.5% | +13.1% | -14.5% | -3.5% |
| 30D | -1.2% | +19.5% | -20.6% | -4.7% |
| 3M | +9.2% | +2.2% | +6.9% | +6.4% |
| 6M | +16.3% | +94.9% | -78.5% | -0.9% |
| YTD | +5.4% | +127.0% | -121.5% | -13.2% |
| 1Y | +7.6% | +174.6% | -167.0% | -15.4% |
| 3Y | +74.2% | +615.9% | -541.7% | -4.1% |
| 5Y | +66.1% | +125.6% | -59.5% | +21.0% |
| All | +248.8% | +548.2% | -299.4% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling