+30.8%
XLV vs SMTC
+579.3%
-548.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.3% |
| 7D | -3.6% | +13.1% | -16.6% | -3.9% |
| 30D | -1.8% | +19.5% | -21.3% | -2.5% |
| 3M | +7.8% | +2.2% | +5.5% | +7.5% |
| 6M | +9.1% | +94.9% | -85.8% | +4.7% |
| YTD | +7.7% | +127.0% | -119.2% | +2.5% |
| 1Y | +20.4% | +174.6% | -154.2% | +13.2% |
| 3Y | +30.8% | +615.9% | -585.2% | +11.0% |
| All | +30.8% | +579.3% | -548.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling