-86.7%
SMCZ vs SPY
+14.6%
-101.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +24.6% |
| 7D | +39.4% | -0.7% | +40.1% | +30.7% |
| 30D | +73.4% | -1.0% | +74.5% | +64.9% |
| 3M | -35.5% | -0.3% | -35.2% | -30.5% |
| 6M | -86.2% | +7.3% | -93.5% | -67.6% |
| YTD | -93.8% | +13.3% | -107.2% | -75.9% |
| 1Y | -86.7% | +14.8% | -101.5% | -43.1% |
| All | -86.7% | +14.6% | -101.4% | -43.1% |
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