+32.7%
SMC vs SPY
+14.6%
+18.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.5% |
| 7D | -7.5% | -0.7% | -6.7% | -7.3% |
| 30D | -9.8% | -1.0% | -8.8% | -9.6% |
| 3M | -4.8% | -0.3% | -4.5% | -4.6% |
| 6M | -9.5% | +7.3% | -16.9% | -10.9% |
| YTD | +8.4% | +13.3% | -4.9% | +5.8% |
| 1Y | +32.7% | +14.8% | +17.9% | +28.3% |
| All | +32.7% | +14.6% | +18.1% | +28.3% |
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