+640.9%
XLU vs SMTC
+1,760.3%
-1,119.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +0.6% | +22.5% | -21.8% | -1.1% |
| 30D | -0.4% | +24.9% | -25.3% | -2.5% |
| 3M | -1.7% | +4.1% | -5.8% | -3.0% |
| 6M | -7.1% | +92.6% | -99.7% | -13.6% |
| YTD | +1.9% | +122.5% | -120.5% | -6.5% |
| 1Y | +6.1% | +166.2% | -160.1% | -4.6% |
| 3Y | +48.8% | +577.2% | -528.4% | +17.2% |
| 5Y | +43.8% | +119.0% | -75.2% | +22.8% |
| 10Y | +143.2% | +527.9% | -384.7% | +82.8% |
| All | +640.9% | +1,760.3% | -1,119.4% | +381.5% |
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