+314.7%
SMFG vs SPY
+322.5%
-7.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.1% |
| 7D | 0.0% | -0.8% | +0.7% | +0.6% |
| 30D | +4.8% | -1.1% | +5.8% | +5.7% |
| 3M | +14.6% | +3.9% | +10.7% | +11.2% |
| 6M | +35.8% | +13.6% | +22.2% | +22.9% |
| YTD | +41.2% | +12.7% | +28.5% | +28.6% |
| 1Y | +63.1% | +17.5% | +45.6% | +43.9% |
| 3Y | +188.1% | +76.9% | +111.2% | +87.5% |
| 5Y | +299.7% | +83.6% | +216.1% | +150.0% |
| All | +314.7% | +322.5% | -7.8% | +18.2% |
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