+65.4%
SM vs SPY
+11.9%
+53.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.1% |
| 7D | -19.5% | -0.6% | -18.9% | -19.4% |
| 30D | -20.2% | -3.7% | -16.5% | -22.8% |
| 3M | -6.5% | -2.7% | -3.8% | -8.2% |
| 6M | +1.6% | +2.2% | -0.6% | +5.7% |
| YTD | +61.2% | +10.8% | +50.4% | +83.8% |
| 1Y | +65.4% | +11.2% | +54.1% | +89.5% |
| All | +65.4% | +11.9% | +53.4% | +89.5% |
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