+137.2%
SPG vs SMTC
+696.5%
-559.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.8% | -10.8% | +1.3% |
| 7D | +5.1% | -4.8% | +9.9% | +5.1% |
| 30D | +16.8% | -37.8% | +54.7% | +19.7% |
| 3M | +5.7% | -16.5% | +22.1% | +5.6% |
| 6M | +17.8% | -4.4% | +22.2% | +14.9% |
| YTD | +30.1% | +58.0% | -27.9% | +19.9% |
| 1Y | +32.8% | +62.0% | -29.2% | +21.8% |
| 3Y | +137.2% | +745.7% | -608.5% | +68.7% |
| All | +137.2% | +696.5% | -559.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling