-99.5%
SMTK vs SPY
+49.9%
-149.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.4% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -65.8% | -1.1% | -64.7% | -65.7% |
| 3M | -89.1% | +3.9% | -93.0% | -89.3% |
| 6M | -83.0% | +13.6% | -96.6% | -83.9% |
| YTD | -95.8% | +12.7% | -108.5% | -96.0% |
| 1Y | -97.4% | +17.5% | -114.9% | -97.5% |
| All | -99.5% | +49.9% | -149.4% | -99.2% |
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