+72.8%
SMMT vs SPY
+342.7%
-269.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +28.2% | +0.1% | +28.1% | +28.2% |
| 30D | +30.1% | +0.1% | +30.1% | +30.2% |
| 3M | +18.6% | +2.0% | +16.6% | +17.3% |
| 6M | +14.5% | +13.0% | +1.5% | +6.4% |
| YTD | +0.7% | +13.5% | -12.9% | -6.5% |
| 1Y | -26.0% | +20.0% | -46.0% | -33.4% |
| 3Y | +980.1% | +77.2% | +902.9% | +714.0% |
| 5Y | +139.2% | +81.9% | +57.3% | +79.7% |
| 10Y | +164.7% | +314.1% | -149.3% | +32.3% |
| All | +72.8% | +342.7% | -269.9% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling