+174.2%
SMMT vs SPY
+318.9%
-144.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | -0.8% | -2.0% | +1.2% | +0.5% |
| 30D | +12.5% | -1.7% | +14.1% | +13.8% |
| 3M | +30.3% | +4.7% | +25.5% | +26.6% |
| 6M | +4.1% | +12.5% | -8.4% | -3.1% |
| YTD | -2.8% | +11.7% | -14.5% | -8.9% |
| 1Y | -3.4% | +17.5% | -20.9% | -11.9% |
| 3Y | +1,003.9% | +76.6% | +927.3% | +734.8% |
| 5Y | +161.5% | +82.0% | +79.5% | +97.1% |
| All | +174.2% | +318.9% | -144.6% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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