+100.1%
SMDV vs SPY
+322.5%
-222.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.7% |
| 7D | -2.2% | -0.8% | -1.5% | -1.6% |
| 30D | -4.4% | -1.1% | -3.4% | -3.6% |
| 3M | +1.3% | +3.9% | -2.5% | -2.0% |
| 6M | +10.1% | +13.6% | -3.5% | -1.6% |
| YTD | +14.7% | +12.7% | +2.0% | +3.1% |
| 1Y | +12.3% | +17.5% | -5.2% | -2.7% |
| 3Y | +39.1% | +76.9% | -37.9% | -16.2% |
| 5Y | +37.8% | +83.6% | -45.8% | -20.6% |
| All | +100.1% | +322.5% | -222.4% | -48.2% |
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