-94.5%
SMST vs SPY
+40.1%
-134.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +5.7% |
| 7D | -25.7% | +0.5% | -26.2% | -21.8% |
| 30D | -61.3% | -0.9% | -60.3% | -61.6% |
| 3M | -55.8% | +3.9% | -59.6% | -41.8% |
| 6M | -67.4% | +14.5% | -81.9% | -27.2% |
| YTD | -78.5% | +12.9% | -91.4% | -48.7% |
| 1Y | -32.1% | +19.4% | -51.4% | +113.4% |
| All | -94.5% | +40.1% | -134.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling