-95.4%
SMXT vs SPY
+52.8%
-148.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.7% |
| 7D | +1.4% | -0.6% | +2.0% | +2.0% |
| 30D | +4.0% | -3.7% | +7.7% | +7.6% |
| 3M | -0.2% | -2.7% | +2.5% | +2.4% |
| 6M | -37.7% | +2.2% | -39.9% | -39.0% |
| YTD | -55.0% | +10.8% | -65.9% | -58.8% |
| 1Y | -64.2% | +11.2% | -75.4% | -67.3% |
| All | -95.4% | +52.8% | -148.2% | -97.3% |
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 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