+252.8%
SPOT vs SMTC
+337.8%
-85.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.3% |
| 7D | -3.1% | +13.1% | -16.2% | -5.8% |
| 30D | +7.4% | +19.5% | -12.1% | +1.8% |
| 3M | +8.2% | +2.2% | +5.9% | +3.6% |
| 6M | +2.2% | +94.9% | -92.7% | -18.7% |
| YTD | -9.5% | +127.0% | -136.4% | -31.6% |
| 1Y | -23.8% | +174.6% | -198.4% | -46.3% |
| 3Y | +233.5% | +615.9% | -382.5% | +43.3% |
| 5Y | +112.2% | +125.6% | -13.4% | +39.3% |
| All | +252.8% | +337.8% | -85.0% | +89.5% |
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