-95.2%
SMST vs SPY
+37.5%
-132.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +5.6% |
| 7D | +20.8% | -0.6% | +21.4% | +19.3% |
| 30D | +37.3% | -3.7% | +41.0% | +20.3% |
| 3M | -67.4% | -2.7% | -64.7% | -68.0% |
| 6M | -26.6% | +2.2% | -28.8% | -2.0% |
| YTD | -81.0% | +10.8% | -91.8% | -55.3% |
| 1Y | -61.1% | +11.2% | -72.3% | -6.3% |
| All | -95.2% | +37.5% | -132.7% | -48.2% |
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