-77.1%
SMC vs SPY
+577.8%
-655.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +0.4% | +0.1% | +0.2% | +0.1% |
| 30D | +13.3% | +0.1% | +13.2% | +13.0% |
| 3M | +13.8% | +2.0% | +11.8% | +9.7% |
| 6M | +7.5% | +13.0% | -5.5% | -10.6% |
| YTD | +28.2% | +13.5% | +14.6% | +5.7% |
| 1Y | +47.1% | +20.0% | +27.1% | +12.3% |
| 3Y | +148.4% | +77.2% | +71.2% | +6.0% |
| 5Y | +0.3% | +81.9% | -81.6% | -61.1% |
| 10Y | -85.2% | +314.1% | -399.3% | -97.8% |
| All | -77.1% | +577.8% | -655.0% | -97.5% |
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 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