-97.3%
SMXT vs SPY
+56.6%
-153.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.4% |
| 7D | -9.9% | +0.1% | -10.0% | -10.0% |
| 30D | -43.7% | +0.1% | -43.7% | -43.7% |
| 3M | -59.0% | +2.0% | -60.9% | -59.8% |
| 6M | -68.9% | +13.0% | -81.9% | -72.2% |
| YTD | -73.3% | +13.5% | -86.8% | -76.1% |
| 1Y | -81.3% | +20.0% | -101.2% | -83.9% |
| All | -97.3% | +56.6% | -153.8% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling