-97.4%
SMTK vs SPY
+18.1%
-115.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -3.3% |
| 7D | -4.3% | -0.8% | -3.5% | -3.3% |
| 30D | -65.8% | -1.1% | -64.7% | -65.5% |
| 3M | -89.1% | +3.9% | -93.0% | -90.2% |
| 6M | -83.0% | +13.6% | -96.6% | -88.1% |
| YTD | -95.8% | +12.7% | -108.5% | -97.0% |
| 1Y | -97.4% | +17.5% | -114.9% | -98.3% |
| All | -97.4% | +18.1% | -115.5% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling