+103.1%
XLP vs SMTC
+434.3%
-331.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -1.3% |
| 7D | -1.0% | +12.7% | -13.8% | -1.7% |
| 30D | -0.9% | +22.0% | -22.9% | -2.3% |
| 3M | +3.8% | -12.7% | +16.5% | +3.9% |
| 6M | -1.7% | +64.8% | -66.5% | -6.4% |
| YTD | +10.3% | +100.7% | -90.4% | +3.4% |
| 1Y | +7.8% | +146.9% | -139.1% | -0.9% |
| 3Y | +27.2% | +456.8% | -429.6% | +1.7% |
| 5Y | +32.5% | +89.2% | -56.7% | +19.0% |
| All | +103.1% | +434.3% | -331.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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