+128.8%
XLP vs SMTC
+365.8%
-237.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.8% | -11.9% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +0.1% |
| 30D | +8.9% | -37.8% | +46.8% | +11.0% |
| 3M | +7.5% | -16.5% | +24.0% | +7.3% |
| 6M | +9.4% | -4.4% | +13.8% | +7.4% |
| YTD | +19.3% | +58.0% | -38.8% | +12.4% |
| 1Y | +21.7% | +62.0% | -40.3% | +14.3% |
| 3Y | +44.0% | +745.7% | -701.7% | +7.6% |
| 5Y | +42.8% | +29.0% | +13.7% | +31.8% |
| 10Y | +128.8% | +351.4% | -222.6% | +70.7% |
| All | +128.8% | +365.8% | -237.0% | +70.7% |
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