-95.7%
SMXT vs SPY
+53.8%
-149.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.2% |
| 7D | +8.2% | +2.6% | +5.6% | +5.7% |
| 30D | -25.8% | -2.0% | -23.8% | -24.4% |
| 3M | -2.4% | -2.8% | +0.4% | +0.2% |
| 6M | -34.8% | +2.1% | -36.9% | -36.0% |
| YTD | -58.3% | +11.5% | -69.8% | -62.0% |
| 1Y | -65.1% | +13.5% | -78.5% | -68.6% |
| All | -95.7% | +53.8% | -149.5% | -97.5% |
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