-32.0%
SMCY vs SPY
+41.0%
-73.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +4.6% |
| 7D | +1.8% | -0.8% | +2.6% | +3.4% |
| 30D | +8.7% | -1.1% | +9.7% | +11.2% |
| 3M | +22.1% | +3.9% | +18.2% | +14.3% |
| 6M | +9.5% | +13.6% | -4.1% | -8.9% |
| YTD | +20.0% | +12.7% | +7.3% | +1.5% |
| 1Y | -14.3% | +17.5% | -31.8% | -31.4% |
| All | -32.0% | +41.0% | -73.0% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling