+142.0%
SMDV vs SPY
+346.9%
-204.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +0.8% | +2.6% | -1.8% | -1.3% |
| 30D | +3.7% | -2.0% | +5.6% | +5.2% |
| 3M | -4.1% | -2.8% | -1.3% | -2.1% |
| 6M | +6.6% | +2.1% | +4.5% | +4.3% |
| YTD | +15.3% | +11.5% | +3.8% | +4.8% |
| 1Y | +17.2% | +13.5% | +3.7% | +4.9% |
| 3Y | +45.0% | +77.7% | -32.7% | -11.3% |
| 5Y | +26.6% | +72.6% | -46.0% | -21.3% |
| 10Y | +91.4% | +308.2% | -216.7% | -39.1% |
| All | +142.0% | +346.9% | -204.9% | -25.9% |
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