+47.3%
SM vs SPY
+19.4%
+27.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +3.2% |
| 7D | -0.2% | +0.5% | -0.7% | +0.3% |
| 30D | +31.5% | -0.9% | +32.5% | +30.7% |
| 3M | +17.3% | +3.9% | +13.5% | +21.0% |
| 6M | +48.5% | +14.5% | +34.0% | +61.0% |
| YTD | +106.3% | +12.9% | +93.3% | +124.7% |
| 1Y | +47.3% | +19.4% | +27.9% | +79.0% |
| All | +47.3% | +19.4% | +27.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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