+1,148.7%
SMG vs SPY
+3,040.6%
-1,891.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -5.3% | -2.0% | -3.3% | -3.8% |
| 30D | -8.5% | -1.7% | -6.8% | -7.3% |
| 3M | -4.4% | +4.7% | -9.1% | -7.9% |
| 6M | -9.6% | +12.5% | -22.1% | -17.6% |
| YTD | -0.7% | +11.7% | -12.4% | -9.0% |
| 1Y | -3.2% | +17.5% | -20.7% | -14.8% |
| 3Y | +20.0% | +76.6% | -56.5% | -22.8% |
| 5Y | -54.9% | +82.0% | -137.0% | -70.8% |
| 10Y | -1.6% | +317.1% | -318.7% | -63.7% |
| All | +1,148.7% | +3,040.6% | -1,891.8% | +63.7% |
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