+146.9%
SMTC vs SPY
+20.8%
+126.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +10.4% |
| 7D | +12.7% | +0.1% | +12.6% | +12.2% |
| 30D | +22.0% | +0.1% | +21.9% | +21.5% |
| 3M | -12.7% | +2.0% | -14.7% | -16.3% |
| 6M | +64.8% | +13.0% | +51.8% | +20.9% |
| YTD | +100.7% | +13.5% | +87.1% | +45.7% |
| 1Y | +146.9% | +20.0% | +126.9% | +65.3% |
| All | +146.9% | +20.8% | +126.0% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling