-98.2%
SMCZ vs SPY
+39.3%
-137.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -5.9% |
| 7D | -18.6% | +0.5% | -19.1% | -16.5% |
| 30D | -52.8% | -0.9% | -51.9% | -54.1% |
| 3M | -58.2% | +3.9% | -62.0% | -44.1% |
| 6M | -92.6% | +14.5% | -107.1% | -82.1% |
| YTD | -95.4% | +12.9% | -108.3% | -89.1% |
| 1Y | -94.2% | +19.4% | -113.6% | -82.3% |
| All | -98.2% | +39.3% | -137.5% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling