+33,683.0%
SMTC vs SPY
+3,015.5%
+30,667.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | -10.9% | -0.6% | -10.3% | -9.4% |
| 30D | -39.4% | -3.7% | -35.7% | -35.1% |
| 3M | -13.5% | -2.7% | -10.8% | -8.7% |
| 6M | -6.8% | +2.2% | -9.0% | -6.5% |
| YTD | +54.0% | +10.8% | +43.2% | +40.0% |
| 1Y | +50.8% | +11.2% | +39.5% | +37.3% |
| 3Y | +677.3% | +76.5% | +600.8% | +312.8% |
| 5Y | +28.7% | +72.9% | -44.2% | -27.4% |
| 10Y | +339.9% | +304.8% | +35.1% | -11.6% |
| All | +33,683.0% | +3,015.5% | +30,667.5% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling