+28.7%
SMTC vs SPY
+72.2%
-43.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -1.8% |
| 7D | -10.9% | -0.6% | -10.3% | -8.9% |
| 30D | -39.4% | -3.7% | -35.7% | -33.3% |
| 3M | -13.5% | -2.7% | -10.8% | -6.8% |
| 6M | -6.8% | +2.2% | -9.0% | -6.8% |
| YTD | +54.0% | +10.8% | +43.2% | +33.7% |
| 1Y | +50.8% | +11.2% | +39.5% | +30.9% |
| 3Y | +677.3% | +76.5% | +600.8% | +243.1% |
| 5Y | +28.7% | +72.9% | -44.2% | -36.9% |
| All | +28.7% | +72.2% | -43.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling