+76.8%
SPYM vs SMTC
+565.9%
-489.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.4% | +22.5% | -22.8% | -2.6% |
| 30D | -1.4% | +24.9% | -26.3% | -4.2% |
| 3M | +3.7% | +4.1% | -0.3% | +2.1% |
| 6M | +13.0% | +92.6% | -79.5% | +2.6% |
| YTD | +12.5% | +122.5% | -110.0% | +0.1% |
| 1Y | +18.6% | +166.2% | -147.6% | +2.9% |
| All | +76.8% | +565.9% | -489.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling