+257.9%
SPOT vs SMTC
+698.5%
-440.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.4% | +2.6% |
| 7D | +1.6% | +11.0% | -9.4% | +1.0% |
| 30D | +16.9% | -28.5% | +45.4% | +18.6% |
| 3M | +23.0% | -14.2% | +37.2% | +21.5% |
| 6M | +42.2% | -18.0% | +60.2% | +39.0% |
| YTD | +5.5% | +55.5% | -50.0% | -6.0% |
| 1Y | -5.1% | +69.5% | -74.6% | -16.6% |
| 3Y | +257.9% | +699.7% | -441.7% | +155.0% |
| All | +257.9% | +698.5% | -440.6% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling