-97.5%
SMCZ vs SPY
+37.3%
-134.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +13.3% |
| 7D | +8.6% | +0.1% | +8.5% | +9.2% |
| 30D | +75.0% | -3.3% | +78.3% | +54.1% |
| 3M | -33.8% | -2.4% | -31.4% | -35.8% |
| 6M | -70.2% | +2.6% | -72.7% | -58.0% |
| YTD | -93.6% | +11.2% | -104.8% | -84.7% |
| 1Y | -89.8% | +13.4% | -103.2% | -73.5% |
| All | -97.5% | +37.3% | -134.8% | -84.7% |
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