-97.5%
SMCZ vs SPY
+34.1%
-131.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.3% | -12.7% | -10.9% |
| 7D | +22.7% | -2.7% | +25.4% | +8.7% |
| 30D | +92.9% | -5.4% | +98.3% | +54.1% |
| 3M | -42.6% | -4.1% | -38.5% | -48.2% |
| 6M | -72.3% | +0.7% | -73.0% | -64.0% |
| YTD | -93.7% | +8.7% | -102.4% | -86.5% |
| 1Y | -89.8% | +10.9% | -100.7% | -75.9% |
| All | -97.5% | +34.1% | -131.6% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling