+40.6%
XLP vs SMR
-53.6%
+94.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.4% |
| 7D | +2.5% | -8.3% | +10.8% | +2.5% |
| 30D | +7.3% | -20.1% | +27.4% | +7.3% |
| 3M | +8.1% | -52.7% | +60.8% | +8.0% |
| 6M | +10.5% | -61.0% | +71.5% | +10.5% |
| YTD | +21.2% | -67.1% | +88.3% | +21.1% |
| 1Y | +22.7% | -79.9% | +102.6% | +22.9% |
| 3Y | +44.8% | +101.7% | -56.9% | +35.2% |
| All | +40.6% | -53.6% | +94.3% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling