+38.9%
SMMT vs SPY
+334.7%
-295.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -5.9% |
| 7D | -13.3% | +2.6% | -15.9% | -14.7% |
| 30D | -6.5% | -2.0% | -4.5% | -4.8% |
| 3M | +1.1% | -2.8% | +3.9% | +3.5% |
| 6M | -24.7% | +2.1% | -26.8% | -25.2% |
| YTD | -19.1% | +11.5% | -30.6% | -23.7% |
| 1Y | -22.5% | +13.5% | -36.0% | -27.5% |
| 3Y | +669.0% | +77.7% | +591.3% | +482.9% |
| 5Y | +162.0% | +72.6% | +89.4% | +103.9% |
| 10Y | +28.5% | +308.2% | -279.6% | -34.8% |
| All | +38.9% | +334.7% | -295.8% | -33.7% |
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