-86.1%
SMCL vs SPY
+11.5%
-97.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -3.4% |
| 7D | -23.6% | -0.6% | -23.0% | -24.1% |
| 30D | -59.6% | -3.7% | -55.9% | -45.7% |
| 3M | -36.5% | -2.7% | -33.8% | -17.8% |
| 6M | -67.6% | +2.2% | -69.8% | -64.3% |
| YTD | -73.5% | +10.8% | -84.3% | -78.4% |
| All | -86.1% | +11.5% | -97.6% | -88.5% |
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 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