+62.0%
SPG vs SMTC
+516.8%
-454.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -2.2% | +17.5% | -19.7% | -5.3% |
| 30D | -5.8% | +21.3% | -27.1% | -9.9% |
| 3M | -2.8% | +3.1% | -5.9% | -5.9% |
| 6M | +8.9% | +81.7% | -72.8% | -8.3% |
| YTD | +14.3% | +115.9% | -101.7% | -8.0% |
| 1Y | +19.5% | +157.8% | -138.3% | -8.7% |
| 3Y | +106.9% | +557.3% | -450.4% | +5.4% |
| 5Y | +108.7% | +114.7% | -5.9% | +45.9% |
| All | +62.0% | +516.8% | -454.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SMTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling