+37.7%
XLV vs SMR
-14.3%
+52.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.7% | +15.5% | 0.0% |
| 7D | -3.6% | -11.2% | +7.7% | -3.4% |
| 30D | -1.8% | -10.2% | +8.4% | -1.8% |
| 3M | +7.8% | -10.0% | +17.8% | +7.8% |
| 6M | +9.1% | -30.5% | +39.6% | +9.3% |
| YTD | +7.7% | -39.2% | +47.0% | +7.9% |
| 1Y | +20.4% | -75.5% | +95.9% | +21.9% |
| 3Y | +30.8% | +45.4% | -14.7% | +22.0% |
| All | +37.7% | -14.3% | +52.1% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling