+340.7%
SMTC vs SPXS
-99.5%
+440.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.3% |
| 7D | +11.0% | -7.5% | +18.5% | +7.0% |
| 30D | -28.5% | +5.3% | -33.8% | -23.9% |
| 3M | -14.2% | +9.7% | -23.9% | -5.9% |
| 6M | -18.0% | -4.6% | -13.4% | -13.9% |
| YTD | +55.5% | -25.8% | +81.3% | +47.3% |
| 1Y | +69.5% | -28.8% | +98.3% | +58.8% |
| 3Y | +699.7% | -80.2% | +779.8% | +395.5% |
| 5Y | +27.4% | -83.2% | +110.6% | -5.4% |
| All | +340.7% | -99.5% | +440.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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