+215.2%
XLY vs SMTC
+548.2%
-333.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.1% |
| 7D | -1.7% | +13.1% | -14.8% | -4.3% |
| 30D | -4.2% | +19.5% | -23.6% | -8.6% |
| 3M | -2.7% | +2.2% | -4.9% | -5.8% |
| 6M | -0.6% | +94.9% | -95.5% | -18.3% |
| YTD | -5.0% | +127.0% | -132.0% | -25.1% |
| 1Y | -4.1% | +174.6% | -178.7% | -28.5% |
| 3Y | +33.6% | +615.9% | -582.3% | -33.5% |
| 5Y | +28.7% | +125.6% | -96.9% | -11.9% |
| All | +215.2% | +548.2% | -333.0% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling