+43.4%
XLK vs SMR
-76.3%
+119.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.9% | +4.4% | -3.6% | +0.2% |
| 30D | +0.7% | +3.4% | -2.7% | 0.0% |
| 3M | -2.9% | -19.2% | +16.2% | -1.2% |
| 6M | +34.3% | -22.6% | +56.9% | +35.6% |
| YTD | +30.4% | -31.5% | +61.9% | +32.5% |
| 1Y | +43.4% | -73.1% | +116.4% | +55.6% |
| All | +43.4% | -76.3% | +119.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling