-95.3%
SMST vs SPY
+39.3%
-134.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | +4.1% |
| 7D | +31.4% | -0.9% | +32.3% | +26.8% |
| 30D | +31.8% | -2.4% | +34.1% | +23.2% |
| 3M | -69.0% | -1.2% | -67.9% | -67.2% |
| 6M | -21.2% | +3.3% | -24.5% | +10.7% |
| YTD | -81.4% | +12.3% | -93.7% | -53.5% |
| 1Y | -64.1% | +12.4% | -76.6% | -8.9% |
| All | -95.3% | +39.3% | -134.6% | -46.1% |
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