+3,036.2%
SPY vs SMTC
+31,785.9%
-28,749.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | +2.6% | +11.0% | -8.4% | +0.9% |
| 30D | -2.0% | -28.5% | +26.5% | +1.7% |
| 3M | -2.8% | -14.2% | +11.4% | -2.7% |
| 6M | +2.1% | -18.0% | +20.1% | +1.3% |
| YTD | +11.5% | +55.5% | -44.0% | -0.2% |
| 1Y | +13.5% | +69.5% | -56.1% | +0.1% |
| 3Y | +77.7% | +699.7% | -622.0% | +16.7% |
| 5Y | +72.6% | +27.4% | +45.2% | +42.9% |
| 10Y | +308.2% | +335.7% | -27.5% | +176.5% |
| All | +3,036.2% | +31,785.9% | -28,749.7% | +1,577.1% |
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