+19.3%
SPG vs SMTC
+168.8%
-149.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -1.7% | +22.5% | -24.1% | -1.6% |
| 30D | -6.3% | +24.9% | -31.2% | -6.1% |
| 3M | -2.4% | +4.1% | -6.5% | -1.8% |
| 6M | +9.6% | +92.6% | -82.9% | +6.8% |
| YTD | +14.2% | +122.5% | -108.3% | +10.7% |
| 1Y | +19.3% | +166.2% | -146.9% | +13.5% |
| All | +19.3% | +168.8% | -149.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling