+828.4%
SPYM vs SMTC
+802.9%
+25.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -2.2% |
| 7D | +0.1% | +12.7% | -12.6% | -2.4% |
| 30D | +0.1% | +22.0% | -21.9% | -4.9% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.1% | +64.8% | -51.7% | -2.6% |
| YTD | +13.6% | +100.7% | -87.1% | -6.7% |
| 1Y | +20.1% | +146.9% | -126.8% | -6.7% |
| 3Y | +77.6% | +456.8% | -379.3% | -0.2% |
| 5Y | +82.5% | +89.2% | -6.7% | +29.5% |
| 10Y | +317.6% | +426.9% | -109.3% | +110.8% |
| All | +828.4% | +802.9% | +25.5% | +252.6% |
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