+146.9%
SMTC vs SPYG
+22.6%
+124.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.4% | +9.5% |
| 7D | +12.7% | +0.4% | +12.4% | +11.7% |
| 30D | +22.0% | -0.4% | +22.4% | +23.5% |
| 3M | -12.7% | +0.5% | -13.2% | -11.8% |
| 6M | +64.8% | +17.5% | +47.3% | +22.8% |
| YTD | +100.7% | +14.3% | +86.3% | +58.5% |
| 1Y | +146.9% | +21.7% | +125.2% | +82.4% |
| All | +146.9% | +22.6% | +124.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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