-97.5%
SMXT vs SPY
+55.7%
-153.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.8% | -7.9% |
| 7D | -13.3% | +0.5% | -13.9% | -13.7% |
| 30D | -47.1% | -0.9% | -46.2% | -46.7% |
| 3M | -60.5% | +3.9% | -64.4% | -62.0% |
| 6M | -70.2% | +14.5% | -84.8% | -73.8% |
| YTD | -75.5% | +12.9% | -88.5% | -78.0% |
| 1Y | -82.5% | +19.4% | -101.9% | -84.9% |
| All | -97.5% | +55.7% | -153.2% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling