+26.9%
XLV vs SMTC
+154.8%
-127.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.3% | -1.0% |
| 7D | +0.2% | +12.7% | -12.6% | +0.3% |
| 30D | +4.4% | +22.0% | -17.5% | +4.4% |
| 3M | +13.2% | -12.7% | +25.9% | +14.1% |
| 6M | +10.1% | +64.8% | -54.7% | +5.9% |
| YTD | +11.7% | +100.7% | -89.0% | +6.4% |
| 1Y | +26.9% | +146.9% | -120.0% | +18.2% |
| All | +26.9% | +154.8% | -127.8% | +18.2% |
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