+412.9%
XLF vs SMTC
+1,760.3%
-1,347.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -1.0% | +22.5% | -23.5% | -5.1% |
| 30D | -1.3% | +24.9% | -26.2% | -6.5% |
| 3M | +9.1% | +4.1% | +5.1% | +5.2% |
| 6M | +14.4% | +92.6% | -78.2% | -4.7% |
| YTD | +5.1% | +122.5% | -117.4% | -15.5% |
| 1Y | +8.6% | +166.2% | -157.6% | -16.9% |
| 3Y | +74.4% | +577.2% | -502.7% | -4.8% |
| 5Y | +64.4% | +119.0% | -54.6% | +11.2% |
| 10Y | +251.6% | +527.9% | -276.3% | +76.2% |
| All | +412.9% | +1,760.3% | -1,347.4% | +84.2% |
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