+33.1%
XLY vs SMR
+1.6%
+31.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | -0.1% |
| 7D | -3.9% | +4.7% | -8.6% | -4.2% |
| 30D | -6.1% | +3.2% | -9.3% | -6.5% |
| 3M | -1.2% | +9.9% | -11.1% | -2.3% |
| 6M | -1.8% | -15.1% | +13.4% | -2.0% |
| YTD | -5.9% | -27.9% | +22.1% | -5.7% |
| 1Y | -3.1% | -70.2% | +67.1% | +1.5% |
| 3Y | +36.0% | +72.5% | -36.5% | +18.5% |
| All | +33.1% | +1.6% | +31.5% | +20.8% |
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