+253.9%
XLI vs SMTC
+548.2%
-294.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.2% |
| 7D | -1.7% | +13.1% | -14.7% | -3.9% |
| 30D | -7.3% | +19.5% | -26.7% | -10.8% |
| 3M | -1.3% | +2.2% | -3.6% | -3.7% |
| 6M | +2.2% | +94.9% | -92.6% | -12.9% |
| YTD | +11.7% | +127.0% | -115.2% | -8.0% |
| 1Y | +14.3% | +174.6% | -160.3% | -10.1% |
| 3Y | +70.3% | +615.9% | -545.6% | -4.7% |
| 5Y | +82.3% | +125.6% | -43.3% | +32.9% |
| All | +253.9% | +548.2% | -294.3% | +85.8% |
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