+32.3%
SMIN vs SPY
+79.8%
-47.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.0% |
| 30D | -0.8% | -1.7% | +0.9% | +0.1% |
| 3M | +7.7% | +4.7% | +3.0% | +5.0% |
| 6M | +11.8% | +12.5% | -0.7% | +5.0% |
| YTD | +1.6% | +11.7% | -10.2% | -4.3% |
| 1Y | -2.3% | +17.5% | -19.8% | -10.4% |
| 3Y | +19.4% | +76.6% | -57.1% | -12.8% |
| 5Y | +32.3% | +82.0% | -49.7% | -5.3% |
| All | +32.3% | +79.8% | -47.5% | -5.3% |
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