+699.7%
SMTC vs SPYG
+91.6%
+608.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.1% |
| 7D | +11.0% | +2.3% | +8.7% | +6.4% |
| 30D | -28.5% | -6.5% | -22.0% | -15.0% |
| 3M | -14.2% | -6.8% | -7.4% | +3.6% |
| 6M | -18.0% | -3.1% | -14.9% | -6.5% |
| YTD | +55.5% | +8.0% | +47.5% | +43.8% |
| 1Y | +69.5% | +10.2% | +59.3% | +51.8% |
| 3Y | +699.7% | +91.0% | +608.7% | +134.7% |
| All | +699.7% | +91.6% | +608.0% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling