+114.7%
SMTC vs SPXS
-85.4%
+200.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -1.7% |
| 7D | +17.5% | +6.4% | +11.1% | +22.4% |
| 30D | +21.3% | +6.0% | +15.3% | +26.3% |
| 3M | +3.1% | -11.6% | +14.8% | -2.1% |
| 6M | +81.7% | -28.7% | +110.4% | +56.4% |
| YTD | +115.9% | -26.3% | +142.2% | +92.7% |
| 1Y | +157.8% | -34.9% | +192.7% | +118.2% |
| 3Y | +557.3% | -79.5% | +636.7% | +284.8% |
| 5Y | +114.7% | -85.9% | +200.6% | +40.7% |
| All | +114.7% | -85.4% | +200.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling