+9.4%
SMC vs SPY
+81.0%
-71.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.5% | -0.4% | -1.2% | -1.3% |
| 30D | +7.5% | -1.4% | +8.9% | +8.6% |
| 3M | +16.9% | +3.7% | +13.2% | +13.2% |
| 6M | +8.0% | +13.0% | -5.0% | -2.4% |
| YTD | +28.3% | +12.4% | +15.9% | +16.4% |
| 1Y | +49.1% | +18.5% | +30.6% | +29.7% |
| 3Y | +155.1% | +77.6% | +77.5% | +65.6% |
| 5Y | +9.4% | +81.7% | -72.3% | -30.5% |
| All | +9.4% | +81.0% | -71.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling