+38.7%
XLP vs SMR
-52.0%
+90.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.4% |
| 7D | -0.2% | +10.3% | -10.5% | -0.2% |
| 30D | +8.2% | -25.7% | +33.9% | +8.1% |
| 3M | +7.7% | -49.7% | +57.5% | +7.7% |
| 6M | +9.3% | -59.8% | +69.1% | +9.3% |
| YTD | +19.5% | -66.0% | +85.5% | +19.4% |
| 1Y | +21.0% | -81.4% | +102.4% | +21.3% |
| 3Y | +43.2% | +130.6% | -87.4% | +33.4% |
| All | +38.7% | -52.0% | +90.7% | +36.9% |
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