+1,239.1%
SM vs SPY
+3,056.6%
-1,817.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.2% | +3.9% |
| 7D | +0.3% | -0.9% | +1.2% | +1.3% |
| 30D | -17.3% | -2.4% | -15.0% | -15.5% |
| 3M | -3.6% | -1.2% | -2.4% | -3.5% |
| 6M | +2.9% | +3.3% | -0.4% | -3.9% |
| YTD | +70.2% | +12.3% | +57.9% | +40.6% |
| 1Y | +66.5% | +12.4% | +54.1% | +36.9% |
| 3Y | -8.2% | +78.8% | -87.0% | -56.9% |
| 5Y | -1.5% | +75.2% | -76.6% | -52.1% |
| 10Y | +11.9% | +311.1% | -299.2% | -73.9% |
| All | +1,239.1% | +3,056.6% | -1,817.5% | -10.7% |
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