-94.4%
SMCL vs SPY
+27.0%
-121.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -12.6% |
| 7D | -13.5% | +0.1% | -13.6% | -15.0% |
| 30D | -57.0% | -3.3% | -53.7% | -47.6% |
| 3M | -31.1% | -2.4% | -28.6% | -17.0% |
| 6M | -65.6% | +2.6% | -68.1% | -61.3% |
| YTD | -71.8% | +11.2% | -83.1% | -73.2% |
| 1Y | -86.0% | +13.4% | -99.4% | -87.3% |
| All | -94.4% | +27.0% | -121.3% | -94.1% |
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