-53.1%
SMHI vs SPY
+260.0%
-313.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -0.8% | -2.0% | +1.2% | +1.6% |
| 30D | -0.8% | -1.7% | +0.8% | +1.1% |
| 3M | +31.4% | +4.7% | +26.7% | +24.2% |
| 6M | +27.1% | +12.5% | +14.6% | +9.8% |
| YTD | +60.5% | +11.7% | +48.7% | +40.2% |
| 1Y | +52.1% | +17.5% | +34.6% | +24.9% |
| 3Y | -28.4% | +76.6% | -105.0% | -62.6% |
| 5Y | +124.7% | +82.0% | +42.6% | +10.0% |
| All | -53.1% | +260.0% | -313.0% | -86.6% |
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