+311.1%
SPOT vs SMTC
+200.0%
+111.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.4% | +3.1% |
| 7D | +1.6% | +11.0% | -9.4% | -0.7% |
| 30D | +16.9% | -28.5% | +45.4% | +22.2% |
| 3M | +23.0% | -14.2% | +37.2% | +20.2% |
| 6M | +42.2% | -18.0% | +60.2% | +35.4% |
| YTD | +5.5% | +55.5% | -50.0% | -16.9% |
| 1Y | -5.1% | +69.5% | -74.6% | -27.3% |
| 3Y | +257.9% | +699.7% | -441.7% | +36.4% |
| 5Y | +118.4% | +27.4% | +91.0% | +60.5% |
| All | +311.1% | +200.0% | +111.2% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling