+153.8%
XLK vs SMR
+1.6%
+152.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | -0.9% |
| 7D | -0.4% | +4.7% | -5.1% | -0.9% |
| 30D | -0.5% | +3.2% | -3.7% | -1.0% |
| 3M | +5.0% | +9.9% | -4.9% | +3.6% |
| 6M | +32.9% | -15.1% | +48.0% | +32.9% |
| YTD | +29.0% | -27.9% | +56.9% | +29.8% |
| 1Y | +37.8% | -70.2% | +108.1% | +45.8% |
| 3Y | +118.7% | +72.5% | +46.2% | +101.5% |
| All | +153.8% | +1.6% | +152.2% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling