+576.6%
SPMO vs SMTC
+870.9%
-294.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.0% | -9.5% | -1.5% |
| 7D | +3.4% | +22.9% | -19.6% | -1.1% |
| 30D | +0.5% | +16.6% | -16.1% | -3.4% |
| 3M | +1.9% | +2.4% | -0.5% | -0.3% |
| 6M | +27.8% | +98.3% | -70.5% | +8.0% |
| YTD | +26.7% | +120.7% | -94.0% | +4.2% |
| 1Y | +28.9% | +168.3% | -139.4% | +1.1% |
| 3Y | +160.7% | +571.7% | -411.0% | +49.4% |
| 5Y | +150.2% | +114.0% | +36.2% | +84.2% |
| 10Y | +517.5% | +497.0% | +20.5% | +257.2% |
| All | +576.6% | +870.9% | -294.3% | +281.2% |
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