+1,466.0%
SM vs SPY
+3,091.8%
-1,625.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +26.3% | +0.1% | +26.3% | +26.0% |
| 3M | +8.7% | +2.0% | +6.7% | +4.5% |
| 6M | +51.7% | +13.0% | +38.7% | +25.7% |
| YTD | +99.0% | +13.5% | +85.5% | +64.0% |
| 1Y | +34.6% | +20.0% | +14.6% | +3.1% |
| 3Y | -7.8% | +77.2% | -84.9% | -55.9% |
| 5Y | +104.8% | +81.9% | +22.9% | -3.5% |
| 10Y | +7.2% | +314.1% | -306.8% | -74.8% |
| All | +1,466.0% | +3,091.8% | -1,625.8% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling