+114.2%
SMHI vs SPY
+82.3%
+31.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.2% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -2.1% | -1.1% | -1.0% | -1.1% |
| 3M | +30.0% | +3.9% | +26.2% | +25.3% |
| 6M | +22.7% | +13.6% | +9.0% | +8.1% |
| YTD | +58.3% | +12.7% | +45.6% | +41.0% |
| 1Y | +48.2% | +17.5% | +30.7% | +26.6% |
| 3Y | -31.2% | +76.9% | -108.1% | -56.5% |
| All | +114.2% | +82.3% | +31.9% | +33.3% |
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