-82.6%
SMXT vs SPY
+18.1%
-100.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.3% |
| 7D | -11.0% | -0.8% | -10.3% | -10.2% |
| 30D | -47.7% | -1.1% | -46.7% | -47.1% |
| 3M | -57.8% | +3.9% | -61.7% | -60.0% |
| 6M | -74.0% | +13.6% | -87.6% | -78.4% |
| YTD | -76.2% | +12.7% | -88.9% | -79.6% |
| 1Y | -82.6% | +17.5% | -100.1% | -86.5% |
| All | -82.6% | +18.1% | -100.7% | -86.5% |
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 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