+421.2%
SMID vs SPY
+307.0%
+114.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -21.3% | +2.6% | -23.9% | -22.5% |
| 30D | -8.0% | -2.0% | -6.0% | -7.1% |
| 3M | -25.9% | -2.8% | -23.2% | -24.9% |
| 6M | -30.6% | +2.1% | -32.7% | -31.7% |
| YTD | -43.5% | +11.5% | -54.9% | -47.1% |
| 1Y | -46.1% | +13.5% | -59.6% | -50.1% |
| 3Y | -16.1% | +77.7% | -93.8% | -36.0% |
| 5Y | -12.0% | +72.6% | -84.6% | -32.7% |
| All | +421.2% | +307.0% | +114.2% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling