+513.3%
XRT vs SMTC
+958.6%
-445.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | -1.4% |
| 7D | +0.8% | +12.7% | -11.9% | -2.4% |
| 30D | -4.2% | +22.0% | -26.2% | -10.5% |
| 3M | +5.1% | -12.7% | +17.8% | +4.7% |
| 6M | +2.4% | +64.8% | -62.4% | -16.8% |
| YTD | +3.2% | +100.7% | -97.5% | -21.4% |
| 1Y | +1.5% | +146.9% | -145.4% | -28.4% |
| 3Y | +40.6% | +456.8% | -416.3% | -37.2% |
| 5Y | -1.0% | +89.2% | -90.2% | -38.3% |
| 10Y | +128.4% | +426.9% | -298.4% | -15.5% |
| All | +513.3% | +958.6% | -445.3% | +36.1% |
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