-97.8%
SMXT vs SPY
+55.0%
-152.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.5% | -10.7% | -10.8% |
| 7D | -23.8% | -0.4% | -23.5% | -23.5% |
| 30D | -51.8% | -1.4% | -50.4% | -51.2% |
| 3M | -52.9% | +3.7% | -56.7% | -54.7% |
| 6M | -75.1% | +13.0% | -88.1% | -77.8% |
| YTD | -78.3% | +12.4% | -90.7% | -80.4% |
| 1Y | -83.6% | +18.5% | -102.2% | -85.8% |
| All | -97.8% | +55.0% | -152.8% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling