-89.6%
SMCL vs SPY
+14.6%
-104.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.7% | -13.5% | -24.2% |
| 7D | -32.9% | -0.7% | -32.2% | -30.1% |
| 30D | -56.4% | -1.0% | -55.3% | -51.6% |
| 3M | -28.8% | -0.3% | -28.5% | -21.5% |
| 6M | -42.8% | +7.3% | -50.1% | -52.8% |
| YTD | -69.4% | +13.3% | -82.8% | -78.3% |
| 1Y | -89.6% | +14.8% | -104.4% | -92.9% |
| All | -89.6% | +14.6% | -104.2% | -92.9% |
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