+43.4%
XRT vs SMTC
+556.3%
-512.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.1% | -3.2% |
| 7D | -0.3% | +22.9% | -23.2% | -2.4% |
| 30D | -5.6% | +16.6% | -22.3% | -7.6% |
| 3M | +2.5% | +2.4% | +0.1% | +1.1% |
| 6M | +3.7% | +98.3% | -94.6% | -7.0% |
| YTD | +1.0% | +120.7% | -119.7% | -11.0% |
| 1Y | -1.2% | +168.3% | -169.5% | -15.6% |
| 3Y | +43.4% | +571.7% | -528.3% | -3.4% |
| All | +43.4% | +556.3% | -512.9% | -3.4% |
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 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