+598.4%
SMTI vs SPY
+322.5%
+275.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | +0.5% | -0.8% | +1.3% | +1.1% |
| 30D | +1.7% | -1.1% | +2.8% | +2.4% |
| 3M | +62.4% | +3.9% | +58.6% | +58.2% |
| 6M | +78.2% | +13.6% | +64.6% | +62.9% |
| YTD | +49.6% | +12.7% | +36.9% | +37.7% |
| 1Y | -1.0% | +17.5% | -18.5% | -11.3% |
| 3Y | -0.5% | +76.9% | -77.4% | -28.4% |
| 5Y | +2.9% | +83.6% | -80.7% | -27.7% |
| All | +598.4% | +322.5% | +275.9% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling