-95.0%
SMST vs SPY
+40.8%
-135.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +0.9% |
| 7D | -29.8% | +0.1% | -30.0% | -27.7% |
| 30D | -65.3% | +0.1% | -65.4% | -63.9% |
| 3M | -58.8% | +2.0% | -60.8% | -49.7% |
| 6M | -64.3% | +13.0% | -77.3% | -24.5% |
| YTD | -80.1% | +13.5% | -93.7% | -51.5% |
| 1Y | -38.5% | +20.0% | -58.4% | +97.5% |
| All | -95.0% | +40.8% | -135.8% | -43.8% |
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