+17.5%
SPYM vs SMTC
+153.7%
-136.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -2.0% | +17.5% | -19.5% | -3.5% |
| 30D | -1.6% | +21.3% | -22.9% | -3.7% |
| 3M | +4.7% | +3.1% | +1.6% | +3.5% |
| 6M | +12.6% | +81.7% | -69.1% | +2.8% |
| YTD | +11.8% | +115.9% | -104.2% | -0.1% |
| 1Y | +17.5% | +157.8% | -140.3% | +3.8% |
| All | +17.5% | +153.7% | -136.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling