+21.3%
XLP vs SMR
-81.3%
+102.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.5% | +1.9% | -2.5% | -0.3% |
| 30D | +8.3% | -21.9% | +30.3% | +7.6% |
| 3M | +8.7% | -47.1% | +55.8% | +6.9% |
| 6M | +11.2% | -60.6% | +71.8% | +9.5% |
| YTD | +20.0% | -63.1% | +83.1% | +17.8% |
| 1Y | +21.3% | -80.4% | +101.8% | +17.2% |
| All | +21.3% | -81.3% | +102.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling