+1,576.8%
SMTC vs SPXS
-100.0%
+1,676.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +9.9% |
| 7D | +12.7% | -0.1% | +12.8% | +12.7% |
| 30D | +22.0% | +0.8% | +21.1% | +22.6% |
| 3M | -12.7% | -4.7% | -8.0% | -12.1% |
| 6M | +64.8% | -29.6% | +94.4% | +47.6% |
| YTD | +100.7% | -29.8% | +130.5% | +81.3% |
| 1Y | +146.9% | -38.9% | +185.8% | +113.2% |
| 3Y | +456.8% | -79.6% | +536.4% | +269.7% |
| 5Y | +89.2% | -85.9% | +175.2% | +34.4% |
| 10Y | +426.9% | -99.5% | +526.4% | +58.1% |
| All | +1,576.8% | -100.0% | +1,676.8% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling