-75.8%
SMCX vs SPY
+20.8%
-96.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +11.8% |
| 7D | +13.1% | +0.1% | +13.0% | +11.8% |
| 30D | +57.6% | +0.1% | +57.6% | +59.7% |
| 3M | -55.3% | +2.0% | -57.3% | -53.4% |
| 6M | -46.0% | +13.0% | -59.0% | -63.6% |
| YTD | -41.2% | +13.5% | -54.8% | -60.4% |
| 1Y | -75.8% | +20.0% | -95.8% | -86.0% |
| All | -75.8% | +20.8% | -96.6% | -86.0% |
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