+146.2%
SMDV vs SPY
+355.1%
-208.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -3.1% | +0.1% | -3.1% | -3.2% |
| 3M | +6.3% | +2.0% | +4.3% | +4.3% |
| 6M | +7.5% | +13.0% | -5.5% | -3.0% |
| YTD | +17.3% | +13.5% | +3.7% | +5.2% |
| 1Y | +14.4% | +20.0% | -5.5% | -2.0% |
| 3Y | +36.3% | +77.2% | -40.9% | -16.1% |
| 5Y | +36.6% | +81.9% | -45.2% | -18.7% |
| 10Y | +101.4% | +314.1% | -212.6% | -36.5% |
| All | +146.2% | +355.1% | -208.9% | -25.5% |
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