+37.2%
XLP vs SMR
-49.5%
+86.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +16.2% | -17.5% | -1.2% |
| 7D | +0.7% | -9.6% | +10.3% | +0.7% |
| 30D | +10.3% | -33.8% | +44.0% | +10.2% |
| 3M | +6.5% | -46.4% | +52.9% | +6.5% |
| 6M | +8.4% | -62.4% | +70.8% | +8.5% |
| YTD | +18.2% | -64.1% | +82.3% | +18.1% |
| 1Y | +22.4% | -84.3% | +106.8% | +22.9% |
| 3Y | +41.9% | +55.8% | -13.9% | +33.3% |
| All | +37.2% | -49.5% | +86.6% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling