-94.7%
SMST vs SPY
+38.8%
-133.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.5% | +11.5% |
| 7D | +25.8% | +3.3% | +22.5% | +45.6% |
| 30D | +47.9% | -2.7% | +50.6% | +36.3% |
| 3M | -65.7% | -1.7% | -64.0% | -64.6% |
| 6M | -20.1% | +3.1% | -23.2% | +11.3% |
| YTD | -79.0% | +11.9% | -90.9% | -48.2% |
| 1Y | -61.6% | +12.0% | -73.6% | -4.4% |
| All | -94.7% | +38.8% | -133.5% | -39.9% |
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