+157.2%
XLK vs SMR
-14.3%
+171.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.7% | +17.0% | +2.6% |
| 7D | +0.2% | -11.2% | +11.4% | +1.0% |
| 30D | -0.6% | -10.2% | +9.6% | -0.1% |
| 3M | +2.6% | -10.0% | +12.6% | +2.8% |
| 6M | +34.0% | -30.5% | +64.4% | +36.0% |
| YTD | +30.7% | -39.2% | +69.9% | +33.3% |
| 1Y | +39.2% | -75.5% | +114.7% | +49.4% |
| 3Y | +120.4% | +45.4% | +75.0% | +105.7% |
| All | +157.2% | -14.3% | +171.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling