+124.8%
XRT vs SMTC
+504.7%
-379.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.4% | +22.5% | -24.9% | -6.5% |
| 30D | -6.9% | +24.9% | -31.8% | -12.0% |
| 3M | -0.4% | +4.1% | -4.5% | -4.0% |
| 6M | +2.2% | +92.6% | -90.3% | -15.9% |
| YTD | -0.7% | +122.5% | -123.2% | -21.5% |
| 1Y | -2.0% | +166.2% | -168.2% | -26.6% |
| 3Y | +41.0% | +577.2% | -536.1% | -30.1% |
| 5Y | -3.3% | +119.0% | -122.3% | -34.1% |
| 10Y | +124.8% | +527.9% | -403.0% | +4.5% |
| All | +124.8% | +504.7% | -379.9% | +4.5% |
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