-87.6%
SMCL vs SPY
+29.6%
-117.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +10.8% |
| 7D | +13.2% | +0.1% | +13.1% | +12.5% |
| 30D | +59.2% | +0.1% | +59.1% | +61.0% |
| 3M | -54.0% | +2.0% | -56.0% | -51.3% |
| 6M | -42.9% | +13.0% | -55.9% | -54.0% |
| YTD | -37.9% | +13.5% | -51.5% | -49.4% |
| 1Y | -74.2% | +20.0% | -94.1% | -82.0% |
| All | -87.6% | +29.6% | -117.2% | -88.9% |
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 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