-78.8%
SMCX vs SPY
+18.1%
-96.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.9% | +13.5% | +8.1% |
| 7D | +1.3% | -0.8% | +2.0% | +7.9% |
| 30D | +8.1% | -1.1% | +9.2% | +18.8% |
| 3M | +19.7% | +3.9% | +15.8% | -6.0% |
| 6M | -42.0% | +13.6% | -55.6% | -61.5% |
| YTD | -40.5% | +12.7% | -53.2% | -57.3% |
| 1Y | -78.8% | +17.5% | -96.3% | -87.1% |
| All | -78.8% | +18.1% | -96.9% | -87.1% |
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 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