+38.4%
XLP vs SMR
-45.9%
+84.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.9% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +8.9% | -24.4% | +33.4% | +8.9% |
| 3M | +7.5% | -44.6% | +52.1% | +7.4% |
| 6M | +9.4% | -56.7% | +66.1% | +9.5% |
| YTD | +19.3% | -61.6% | +80.9% | +19.2% |
| 1Y | +21.7% | -82.1% | +103.8% | +22.2% |
| 3Y | +44.0% | +161.5% | -117.6% | +34.1% |
| All | +38.4% | -45.9% | +84.3% | +36.6% |
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 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