+311.1%
SPY vs SMTC
+382.5%
-71.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.5% |
| 7D | -0.9% | +12.9% | -13.8% | -3.5% |
| 30D | -2.4% | -25.6% | +23.2% | +1.5% |
| 3M | -1.2% | -4.5% | +3.4% | -3.2% |
| 6M | +3.3% | -8.3% | +11.6% | -0.2% |
| YTD | +12.3% | +69.9% | -57.6% | -5.3% |
| 1Y | +12.4% | +73.9% | -61.5% | -5.9% |
| 3Y | +78.8% | +757.7% | -678.9% | -8.3% |
| 5Y | +75.2% | +38.7% | +36.4% | +38.7% |
| 10Y | +311.1% | +376.1% | -65.0% | +136.3% |
| All | +311.1% | +382.5% | -71.4% | +136.3% |
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 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