+80.9%
XLI vs SMTC
+116.8%
-35.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -0.6% | +22.5% | -23.1% | -3.2% |
| 30D | -6.9% | +24.9% | -31.8% | -9.9% |
| 3M | -1.9% | +4.1% | -6.0% | -3.7% |
| 6M | +1.0% | +92.6% | -91.5% | -9.5% |
| YTD | +11.3% | +122.5% | -111.1% | -2.3% |
| 1Y | +15.8% | +166.2% | -150.4% | -1.3% |
| 3Y | +69.8% | +577.2% | -507.3% | +16.1% |
| 5Y | +80.9% | +119.0% | -38.1% | +53.0% |
| All | +80.9% | +116.8% | -35.9% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling