+571.7%
SMTC vs SPY
+78.7%
+493.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +11.4% |
| 7D | +22.9% | +0.5% | +22.4% | +20.9% |
| 30D | +16.6% | -0.9% | +17.6% | +19.3% |
| 3M | +2.4% | +3.9% | -1.5% | -5.8% |
| 6M | +98.3% | +14.5% | +83.7% | +46.1% |
| YTD | +120.7% | +12.9% | +107.8% | +69.1% |
| 1Y | +168.3% | +19.4% | +148.9% | +81.2% |
| 3Y | +571.7% | +78.5% | +493.2% | +87.9% |
| All | +571.7% | +78.7% | +493.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling