+135.9%
XLU vs SMTC
+548.2%
-412.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.7% |
| 7D | -1.6% | +13.1% | -14.7% | -2.6% |
| 30D | -3.3% | +19.5% | -22.8% | -4.9% |
| 3M | -3.2% | +2.2% | -5.4% | -4.2% |
| 6M | -7.0% | +94.9% | -101.8% | -13.5% |
| YTD | +0.6% | +127.0% | -126.3% | -8.0% |
| 1Y | +2.4% | +174.6% | -172.1% | -8.3% |
| 3Y | +46.3% | +615.9% | -569.7% | +11.8% |
| 5Y | +44.0% | +125.6% | -81.6% | +23.4% |
| All | +135.9% | +548.2% | -412.3% | +73.8% |
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 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