+256.9%
SMFG vs SPY
+307.0%
-50.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +6.1% | +2.6% | +3.5% | +4.0% |
| 30D | 0.0% | -2.0% | +1.9% | +1.6% |
| 3M | -5.9% | -2.8% | -3.2% | -3.7% |
| 6M | +10.8% | +2.1% | +8.7% | +9.0% |
| YTD | +28.0% | +11.5% | +16.5% | +17.8% |
| 1Y | +49.3% | +13.5% | +35.8% | +35.6% |
| 3Y | +180.9% | +77.7% | +103.2% | +83.2% |
| 5Y | +270.1% | +72.6% | +197.5% | +144.1% |
| All | +256.9% | +307.0% | -50.1% | +7.8% |
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