-94.7%
SMCL vs SPY
+26.5%
-121.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -4.2% |
| 7D | -23.6% | -0.6% | -23.0% | -22.4% |
| 30D | -59.6% | -3.7% | -55.9% | -49.7% |
| 3M | -36.5% | -2.7% | -33.8% | -22.2% |
| 6M | -67.6% | +2.2% | -69.8% | -62.9% |
| YTD | -73.5% | +10.8% | -84.3% | -74.3% |
| 1Y | -87.0% | +11.2% | -98.3% | -87.3% |
| All | -94.7% | +26.5% | -121.2% | -94.4% |
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