+103.1%
SPG vs SMTC
+91.8%
+11.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.0% |
| 7D | -2.4% | +12.7% | -15.1% | -3.7% |
| 30D | -6.8% | +22.0% | -28.8% | -9.4% |
| 3M | +2.7% | -12.7% | +15.3% | +2.8% |
| 6M | +5.5% | +64.8% | -59.3% | -4.2% |
| YTD | +15.7% | +100.7% | -85.0% | +1.8% |
| 1Y | +20.9% | +146.9% | -126.0% | +2.3% |
| 3Y | +112.4% | +456.8% | -344.4% | +40.2% |
| All | +103.1% | +91.8% | +11.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling