+1,096.1%
XLY vs SMTC
+1,705.7%
-609.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -3.9% | +17.5% | -21.4% | -7.0% |
| 30D | -6.1% | +21.3% | -27.4% | -10.5% |
| 3M | -1.2% | +3.1% | -4.3% | -4.4% |
| 6M | -1.8% | +81.7% | -83.5% | -16.5% |
| YTD | -5.9% | +115.9% | -121.8% | -23.2% |
| 1Y | -3.1% | +157.8% | -160.9% | -24.5% |
| 3Y | +36.0% | +557.3% | -521.3% | -21.9% |
| 5Y | +27.6% | +114.7% | -87.1% | -10.1% |
| 10Y | +216.8% | +509.5% | -292.7% | +73.0% |
| All | +1,096.1% | +1,705.7% | -609.7% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling