+27.9%
XLP vs SMR
-3.5%
+31.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.0% | +4.4% | -5.4% | -1.0% |
| 30D | -0.9% | +3.4% | -4.3% | -0.9% |
| 3M | +3.8% | -19.2% | +23.0% | +3.9% |
| 6M | -1.7% | -22.6% | +20.9% | -1.7% |
| YTD | +10.3% | -31.5% | +41.8% | +10.3% |
| 1Y | +7.8% | -73.1% | +80.9% | +8.2% |
| 3Y | +27.2% | +55.0% | -27.8% | +21.3% |
| All | +27.9% | -3.5% | +31.4% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling