+48.3%
SMID vs SPY
+81.0%
-32.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -4.4% | -0.4% | -4.0% | -4.0% |
| 30D | -9.5% | -1.4% | -8.1% | -8.2% |
| 3M | -22.8% | +3.7% | -26.5% | -25.9% |
| 6M | -27.8% | +13.0% | -40.8% | -36.5% |
| YTD | -31.4% | +12.4% | -43.8% | -39.2% |
| 1Y | -37.0% | +18.5% | -55.6% | -47.2% |
| 3Y | +31.2% | +77.6% | -46.4% | -19.5% |
| 5Y | +48.3% | +81.7% | -33.4% | -7.7% |
| All | +48.3% | +81.0% | -32.7% | -7.7% |
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 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