+530.1%
SMTC vs SPYG
+424.6%
+105.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +3.8% |
| 7D | +13.1% | -0.9% | +14.0% | +14.7% |
| 30D | +19.5% | -1.5% | +21.0% | +22.5% |
| 3M | +2.2% | +3.7% | -1.5% | -1.4% |
| 6M | +94.9% | +16.4% | +78.5% | +60.3% |
| YTD | +127.0% | +13.3% | +113.6% | +95.2% |
| 1Y | +174.6% | +17.9% | +156.7% | +125.2% |
| 3Y | +615.9% | +98.3% | +517.6% | +210.8% |
| 5Y | +125.6% | +86.4% | +39.2% | +8.3% |
| All | +530.1% | +424.6% | +105.6% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling