+32.9%
XLV vs SMTC
+70.8%
-37.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.9% | +16.0% | +2.6% |
| 7D | +5.5% | -24.5% | +30.0% | +4.5% |
| 30D | +13.3% | -42.5% | +55.8% | +11.6% |
| 3M | +17.4% | -14.1% | +31.5% | +16.5% |
| 6M | +32.1% | +3.6% | +28.5% | +28.3% |
| YTD | +24.0% | +50.6% | -26.5% | +17.6% |
| 1Y | +32.9% | +72.2% | -39.4% | +25.2% |
| All | +32.9% | +70.8% | -37.9% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling