+264.0%
SPOT vs SMTC
+287.1%
-23.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -5.2% |
| 7D | -0.9% | +12.7% | -13.7% | -3.7% |
| 30D | +12.5% | +22.0% | -9.5% | +5.7% |
| 3M | +9.9% | -12.7% | +22.6% | +9.0% |
| 6M | +1.6% | +64.8% | -63.2% | -16.0% |
| YTD | -6.6% | +100.7% | -107.3% | -27.3% |
| 1Y | -22.9% | +146.9% | -169.8% | -44.3% |
| 3Y | +244.3% | +456.8% | -212.5% | +60.0% |
| 5Y | +117.8% | +89.2% | +28.6% | +50.1% |
| All | +264.0% | +287.1% | -23.1% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling