+148.7%
XLK vs SMTC
+122.8%
+25.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.2% |
| 7D | +0.2% | +13.1% | -12.9% | -2.7% |
| 30D | -0.6% | +19.5% | -20.1% | -5.4% |
| 3M | +2.6% | +2.2% | +0.3% | -0.1% |
| 6M | +34.0% | +94.9% | -60.9% | +11.2% |
| YTD | +30.7% | +127.0% | -96.3% | +4.3% |
| 1Y | +39.2% | +174.6% | -135.4% | +5.5% |
| 3Y | +120.4% | +615.9% | -495.5% | +16.1% |
| All | +148.7% | +122.8% | +25.9% | +104.8% |
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 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