+44.2%
XLU vs SMTC
+122.8%
-78.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.6% |
| 7D | -1.6% | +13.1% | -14.7% | -2.2% |
| 30D | -3.3% | +19.5% | -22.8% | -4.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.8% |
| 6M | -7.0% | +94.9% | -101.8% | -11.2% |
| YTD | +0.6% | +127.0% | -126.3% | -4.9% |
| 1Y | +2.4% | +174.6% | -172.1% | -4.5% |
| 3Y | +46.3% | +615.9% | -569.7% | +23.6% |
| All | +44.2% | +122.8% | -78.6% | +27.0% |
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 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