+46.3%
XLU vs SMR
+44.5%
+1.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.7% | +15.4% | +0.2% |
| 7D | -1.6% | -11.2% | +9.6% | -1.3% |
| 30D | -3.3% | -10.2% | +6.9% | -3.1% |
| 3M | -3.2% | -10.0% | +6.9% | -3.2% |
| 6M | -7.0% | -30.5% | +23.5% | -6.5% |
| YTD | +0.6% | -39.2% | +39.9% | +1.2% |
| 1Y | +2.4% | -75.5% | +78.0% | +5.9% |
| 3Y | +46.3% | +45.4% | +0.8% | +31.9% |
| All | +46.3% | +44.5% | +1.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling