+572.6%
SMID vs SPY
+318.9%
+253.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -7.8% | -2.0% | -5.8% | -6.6% |
| 30D | -12.4% | -1.7% | -10.8% | -11.5% |
| 3M | -17.9% | +4.7% | -22.6% | -20.3% |
| 6M | -29.4% | +12.5% | -41.9% | -34.3% |
| YTD | -33.3% | +11.7% | -45.0% | -37.6% |
| 1Y | -40.1% | +17.5% | -57.6% | -45.5% |
| 3Y | +27.5% | +76.6% | -49.1% | -2.7% |
| 5Y | +42.6% | +82.0% | -39.4% | +7.5% |
| All | +572.6% | +318.9% | +253.8% | +215.3% |
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 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