-99.5%
SMTK vs SPY
+49.5%
-149.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -70.5% | -1.4% | -69.1% | -70.4% |
| 3M | -88.0% | +3.7% | -91.7% | -88.2% |
| 6M | -82.7% | +13.0% | -95.7% | -83.7% |
| YTD | -95.6% | +12.4% | -108.0% | -95.8% |
| 1Y | -97.3% | +18.5% | -115.8% | -97.4% |
| All | -99.5% | +49.5% | -149.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling