-97.2%
SMCX vs SPY
+38.6%
-135.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -5.3% |
| 7D | -3.5% | -2.0% | -1.5% | +6.0% |
| 30D | +29.2% | -1.7% | +30.8% | +41.4% |
| 3M | +22.9% | +4.7% | +18.1% | +4.7% |
| 6M | -49.2% | +12.5% | -61.7% | -57.3% |
| YTD | -47.9% | +11.7% | -59.7% | -53.4% |
| 1Y | -81.5% | +17.5% | -98.9% | -85.4% |
| All | -97.2% | +38.6% | -135.8% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling