+155.8%
SMC vs SPY
+78.7%
+77.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.8% | +0.5% | -2.4% | -2.2% |
| 30D | +13.1% | -0.9% | +14.1% | +13.8% |
| 3M | +16.3% | +3.9% | +12.4% | +12.6% |
| 6M | +8.6% | +14.5% | -6.0% | -2.9% |
| YTD | +28.7% | +12.9% | +15.8% | +16.3% |
| 1Y | +52.4% | +19.4% | +33.0% | +31.5% |
| 3Y | +155.8% | +78.5% | +77.4% | +95.7% |
| All | +155.8% | +78.7% | +77.1% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling