+1,117.4%
XLI vs SMTC
+1,578.2%
-460.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -1.3% |
| 7D | -1.1% | +12.7% | -13.8% | -3.3% |
| 30D | -5.9% | +22.0% | -27.9% | -10.2% |
| 3M | -0.3% | -12.7% | +12.4% | 0.0% |
| 6M | +0.1% | +64.8% | -64.7% | -12.4% |
| YTD | +13.6% | +100.7% | -87.1% | -4.7% |
| 1Y | +17.2% | +146.9% | -129.7% | -6.4% |
| 3Y | +68.2% | +456.8% | -388.6% | +1.6% |
| 5Y | +80.7% | +89.2% | -8.5% | +31.2% |
| 10Y | +253.3% | +426.9% | -173.6% | +96.8% |
| All | +1,117.4% | +1,578.2% | -460.8% | +389.8% |
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 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