+34.3%
XLY vs SMR
-14.3%
+48.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.7% | +16.6% | +1.9% |
| 7D | -1.7% | -11.2% | +9.5% | -1.1% |
| 30D | -4.2% | -10.2% | +6.0% | -3.8% |
| 3M | -2.7% | -10.0% | +7.4% | -2.7% |
| 6M | -0.6% | -30.5% | +29.8% | +0.3% |
| YTD | -5.0% | -39.2% | +34.2% | -3.9% |
| 1Y | -4.1% | -75.5% | +71.4% | +1.6% |
| 3Y | +33.6% | +45.4% | -11.8% | +17.6% |
| All | +34.3% | -14.3% | +48.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling