+60.1%
XRT vs SMTC
+709.5%
-649.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.2% |
| 7D | +4.1% | -10.9% | +15.0% | +4.7% |
| 30D | +9.9% | -39.4% | +49.3% | +13.9% |
| 3M | +2.3% | -13.5% | +15.8% | +1.6% |
| 6M | +9.6% | -6.8% | +16.4% | +6.2% |
| YTD | +9.1% | +54.0% | -44.9% | -1.7% |
| 1Y | +16.2% | +50.8% | -34.5% | +4.8% |
| 3Y | +60.1% | +677.3% | -617.3% | +3.9% |
| All | +60.1% | +709.5% | -649.4% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling