+527.9%
SMTC vs SPY
+312.5%
+215.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | +22.5% | -0.4% | +22.8% | +23.0% |
| 30D | +24.9% | -1.4% | +26.3% | +27.7% |
| 3M | +4.1% | +3.7% | +0.4% | -0.9% |
| 6M | +92.6% | +13.0% | +79.6% | +61.3% |
| YTD | +122.5% | +12.4% | +110.1% | +89.0% |
| 1Y | +166.2% | +18.5% | +147.7% | +109.0% |
| 3Y | +577.2% | +77.6% | +499.5% | +211.3% |
| 5Y | +119.0% | +81.7% | +37.3% | 0.0% |
| 10Y | +527.9% | +319.7% | +208.2% | -8.8% |
| All | +527.9% | +312.5% | +215.4% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling