+124.8%
SMXT vs SPY
+20.8%
+103.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -6.1% |
| 7D | -9.9% | +0.1% | -10.0% | -9.8% |
| 30D | +576.1% | +0.1% | +576.0% | +500.9% |
| 3M | +392.5% | +2.0% | +390.5% | +76.2% |
| 6M | +273.6% | +13.0% | +260.6% | +15.2% |
| YTD | +220.3% | +13.5% | +206.8% | -0.7% |
| 1Y | +124.8% | +20.0% | +104.8% | -42.1% |
| All | +124.8% | +20.8% | +103.9% | -42.1% |
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