-99.5%
SMTK vs SPY
+48.6%
-148.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -3.8% | -2.0% | -1.8% | -3.3% |
| 30D | -68.6% | -1.7% | -67.0% | -68.5% |
| 3M | -88.8% | +4.7% | -93.5% | -89.1% |
| 6M | -82.2% | +12.5% | -94.8% | -83.2% |
| YTD | -95.7% | +11.7% | -107.4% | -95.9% |
| 1Y | -97.0% | +17.5% | -114.5% | -97.1% |
| All | -99.5% | +48.6% | -148.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling