-85.5%
SMC vs SPY
+311.8%
-397.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | 0.0% |
| 7D | +6.8% | -0.9% | +7.7% | +8.4% |
| 30D | -3.9% | -2.4% | -1.5% | -0.5% |
| 3M | -10.9% | -1.2% | -9.8% | -9.7% |
| 6M | +3.6% | +3.3% | +0.3% | -2.6% |
| YTD | +15.8% | +12.3% | +3.5% | -4.9% |
| 1Y | +32.2% | +12.4% | +19.7% | +8.0% |
| 3Y | +51.3% | +78.8% | -27.5% | -41.8% |
| 5Y | -6.0% | +75.2% | -81.1% | -65.0% |
| 10Y | -85.5% | +311.1% | -396.6% | -98.5% |
| All | -85.5% | +311.8% | -397.2% | -98.5% |
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