+42.3%
SMCO vs SPY
+71.5%
-29.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -2.2% | -2.0% | -0.2% | -0.3% |
| 30D | -7.6% | -1.7% | -6.0% | -6.1% |
| 3M | -4.0% | +4.7% | -8.7% | -8.3% |
| 6M | +3.1% | +12.5% | -9.4% | -8.1% |
| YTD | +5.3% | +11.7% | -6.5% | -5.5% |
| 1Y | +6.6% | +17.5% | -10.8% | -8.7% |
| All | +42.3% | +71.5% | -29.1% | -18.2% |
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