+124.6%
XLP vs SMTC
+313.7%
-189.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.7% | -14.0% | -1.8% |
| 7D | +0.7% | -19.0% | +19.7% | +1.5% |
| 30D | +10.3% | -46.7% | +57.0% | +13.1% |
| 3M | +6.5% | -23.4% | +30.0% | +6.8% |
| 6M | +8.4% | -13.4% | +21.8% | +6.7% |
| YTD | +18.2% | +40.1% | -21.9% | +12.0% |
| 1Y | +22.4% | +47.7% | -25.3% | +15.4% |
| 3Y | +41.9% | +606.9% | -565.0% | +7.4% |
| 5Y | +40.9% | +14.4% | +26.5% | +30.8% |
| All | +124.6% | +313.7% | -189.1% | +70.3% |
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