+231.7%
SPOT vs SMTC
+565.9%
-334.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -6.5% | +22.5% | -29.0% | -8.2% |
| 30D | +2.2% | +24.9% | -22.7% | -0.4% |
| 3M | +5.4% | +4.1% | +1.3% | +3.7% |
| 6M | -4.0% | +92.6% | -96.6% | -13.3% |
| YTD | -9.9% | +122.5% | -132.4% | -20.6% |
| 1Y | -27.3% | +166.2% | -193.5% | -37.9% |
| All | +231.7% | +565.9% | -334.2% | +140.4% |
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