+81.5%
SPG vs SMTC
+28.0%
+53.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.8% | -10.8% | +0.8% |
| 7D | +5.1% | -4.8% | +9.9% | +5.1% |
| 30D | +16.8% | -37.8% | +54.7% | +21.5% |
| 3M | +5.7% | -16.5% | +22.1% | +5.6% |
| 6M | +17.8% | -4.4% | +22.2% | +13.6% |
| YTD | +30.1% | +58.0% | -27.9% | +15.8% |
| 1Y | +32.8% | +62.0% | -29.2% | +17.3% |
| 3Y | +137.2% | +745.7% | -608.5% | +38.5% |
| 5Y | +81.5% | +29.0% | +52.4% | +73.9% |
| All | +81.5% | +28.0% | +53.4% | +73.9% |
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