+82.6%
SPYM vs SMTC
+112.1%
-29.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -2.0% | +17.5% | -19.5% | -4.2% |
| 30D | -1.6% | +21.3% | -22.9% | -4.8% |
| 3M | +4.7% | +3.1% | +1.6% | +2.7% |
| 6M | +12.6% | +81.7% | -69.1% | +0.4% |
| YTD | +11.8% | +115.9% | -104.2% | -3.1% |
| 1Y | +17.5% | +157.8% | -140.3% | -1.4% |
| 3Y | +77.0% | +557.3% | -480.3% | +15.8% |
| 5Y | +82.6% | +114.7% | -32.1% | +57.3% |
| All | +82.6% | +112.1% | -29.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling