+508.9%
XLP vs SMTC
+1,578.2%
-1,069.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -1.3% |
| 7D | -1.0% | +12.7% | -13.8% | -1.7% |
| 30D | -0.9% | +22.0% | -22.9% | -2.3% |
| 3M | +3.8% | -12.7% | +16.5% | +3.8% |
| 6M | -1.7% | +64.8% | -66.5% | -6.2% |
| YTD | +10.3% | +100.7% | -90.4% | +3.8% |
| 1Y | +7.8% | +146.9% | -139.1% | -0.3% |
| 3Y | +27.2% | +456.8% | -429.6% | +6.3% |
| 5Y | +32.5% | +89.2% | -56.7% | +18.1% |
| 10Y | +101.8% | +426.9% | -325.1% | +63.2% |
| All | +508.9% | +1,578.2% | -1,069.2% | +318.0% |
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