+207.9%
SMBC vs SPY
+311.8%
-103.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.2% |
| 30D | +1.1% | -2.4% | +3.4% | +3.0% |
| 3M | -7.2% | -1.2% | -6.1% | -6.5% |
| 6M | +5.4% | +3.3% | +2.2% | +1.8% |
| YTD | +21.8% | +12.3% | +9.5% | +8.9% |
| 1Y | +31.6% | +12.4% | +19.2% | +17.4% |
| 3Y | +77.8% | +78.8% | -1.0% | +5.5% |
| 5Y | +30.1% | +75.2% | -45.0% | -22.3% |
| 10Y | +207.9% | +311.1% | -103.3% | -6.5% |
| All | +207.9% | +311.8% | -103.9% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling