+42.0%
XLP vs SMTC
+13.5%
+28.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.7% | -14.0% | -1.3% |
| 7D | +0.7% | -19.0% | +19.7% | +0.8% |
| 30D | +10.3% | -46.7% | +57.0% | +10.6% |
| 3M | +6.5% | -23.4% | +30.0% | +6.3% |
| 6M | +8.4% | -13.4% | +21.8% | +7.5% |
| YTD | +18.2% | +40.1% | -21.9% | +15.4% |
| 1Y | +22.4% | +47.7% | -25.3% | +19.3% |
| 3Y | +41.9% | +606.9% | -565.0% | +22.3% |
| All | +42.0% | +13.5% | +28.5% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling