+28.2%
SMFG vs SPY
+778.6%
-750.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +7.5% | +0.1% | +7.4% | +7.4% |
| 3M | +15.8% | +2.0% | +13.8% | +13.7% |
| 6M | +31.5% | +13.0% | +18.5% | +17.9% |
| YTD | +41.2% | +13.5% | +27.7% | +26.1% |
| 1Y | +64.3% | +20.0% | +44.3% | +39.7% |
| 3Y | +209.3% | +77.2% | +132.2% | +86.1% |
| 5Y | +304.3% | +81.9% | +222.5% | +132.3% |
| 10Y | +300.4% | +314.1% | -13.7% | +1.8% |
| All | +28.2% | +778.6% | -750.5% | -84.0% |
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