+115.3%
SPOT vs SMTC
+122.8%
-7.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.1% |
| 7D | -3.1% | +13.1% | -16.2% | -5.2% |
| 30D | +7.4% | +19.5% | -12.1% | +3.1% |
| 3M | +8.2% | +2.2% | +5.9% | +4.9% |
| 6M | +2.2% | +94.9% | -92.7% | -14.9% |
| YTD | -9.5% | +127.0% | -136.4% | -27.7% |
| 1Y | -23.8% | +174.6% | -198.4% | -42.6% |
| 3Y | +233.5% | +615.9% | -382.5% | +61.4% |
| All | +115.3% | +122.8% | -7.5% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling