+285.3%
SMFG vs SPY
+81.0%
+204.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | +3.9% | -1.4% | +5.3% | +5.1% |
| 3M | +14.0% | +3.7% | +10.3% | +10.8% |
| 6M | +29.4% | +13.0% | +16.4% | +17.6% |
| YTD | +36.1% | +12.4% | +23.7% | +24.3% |
| 1Y | +58.7% | +18.5% | +40.2% | +39.3% |
| 3Y | +195.6% | +77.6% | +118.0% | +99.8% |
| 5Y | +285.3% | +81.7% | +203.6% | +156.4% |
| All | +285.3% | +81.0% | +204.3% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling