+561.3%
XLP vs SMTC
+938.8%
-377.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.5% | +16.8% | +0.2% |
| 7D | +3.5% | -35.0% | +38.5% | +5.7% |
| 30D | +11.6% | -53.6% | +65.1% | +15.9% |
| 3M | +7.6% | -24.5% | +32.1% | +8.1% |
| 6M | +10.0% | -19.0% | +29.0% | +9.1% |
| YTD | +19.7% | +24.2% | -4.5% | +14.9% |
| 1Y | +23.5% | +35.6% | -12.2% | +17.6% |
| 3Y | +44.0% | +521.9% | -477.9% | +17.8% |
| 5Y | +42.7% | +1.5% | +41.2% | +31.1% |
| 10Y | +131.3% | +274.7% | -143.4% | +89.1% |
| All | +561.3% | +938.8% | -377.5% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling