+5,256.9%
SPG vs SMTC
+53,985.4%
-48,728.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.2% |
| 7D | -2.4% | +12.7% | -15.1% | -4.0% |
| 30D | -6.8% | +22.0% | -28.8% | -9.8% |
| 3M | +2.7% | -12.7% | +15.3% | +2.5% |
| 6M | +5.5% | +64.8% | -59.3% | -4.4% |
| YTD | +15.7% | +100.7% | -85.0% | +1.8% |
| 1Y | +20.9% | +146.9% | -126.0% | +2.6% |
| 3Y | +112.4% | +456.8% | -344.4% | +49.6% |
| 5Y | +101.4% | +89.2% | +12.1% | +60.8% |
| 10Y | +60.6% | +426.9% | -366.2% | +11.1% |
| All | +5,256.9% | +53,985.4% | -48,728.5% | +3,139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling