+319.7%
SPY vs SMTC
+504.7%
-185.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.4% | +22.5% | -22.8% | -4.1% |
| 30D | -1.4% | +24.9% | -26.3% | -6.1% |
| 3M | +3.7% | +4.1% | -0.4% | +0.7% |
| 6M | +13.0% | +92.6% | -79.6% | -4.2% |
| YTD | +12.4% | +122.5% | -110.1% | -7.9% |
| 1Y | +18.5% | +166.2% | -147.7% | -7.1% |
| 3Y | +77.6% | +577.2% | -499.5% | -0.8% |
| 5Y | +81.7% | +119.0% | -37.3% | +32.2% |
| 10Y | +319.7% | +527.9% | -208.2% | +118.7% |
| All | +319.7% | +504.7% | -185.1% | +118.7% |
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