+139.5%
XLP vs SMTC
+333.2%
-193.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.6% |
| 7D | +2.5% | +11.0% | -8.5% | +2.0% |
| 30D | +7.3% | -28.5% | +35.8% | +8.6% |
| 3M | +8.1% | -14.2% | +22.3% | +7.8% |
| 6M | +10.5% | -18.0% | +28.5% | +9.5% |
| YTD | +21.2% | +55.5% | -34.3% | +14.3% |
| 1Y | +22.7% | +69.5% | -46.8% | +14.8% |
| 3Y | +44.8% | +699.7% | -654.9% | +8.8% |
| 5Y | +44.7% | +27.4% | +17.3% | +33.6% |
| All | +139.5% | +333.2% | -193.7% | +83.8% |
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