+5,905.8%
SMBC vs SPY
+2,896.6%
+3,009.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | +1.1% | -2.4% | +3.4% | +1.8% |
| 3M | -7.2% | -1.2% | -6.1% | -6.9% |
| 6M | +5.4% | +3.3% | +2.2% | +4.2% |
| YTD | +21.8% | +12.3% | +9.5% | +17.1% |
| 1Y | +31.6% | +12.4% | +19.2% | +26.5% |
| 3Y | +77.8% | +78.8% | -1.0% | +49.2% |
| 5Y | +30.1% | +75.2% | -45.0% | +9.6% |
| 10Y | +207.9% | +311.1% | -103.3% | +120.8% |
| All | +5,905.8% | +2,896.6% | +3,009.2% | +2,876.1% |
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