+240.0%
SMIN vs SPY
+618.8%
-378.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +2.8% | +2.6% | +0.2% | +0.8% |
| 30D | +2.2% | -2.0% | +4.2% | +3.6% |
| 3M | -0.6% | -2.8% | +2.2% | +1.4% |
| 6M | +6.7% | +2.1% | +4.6% | +4.9% |
| YTD | +1.7% | +11.5% | -9.7% | -6.2% |
| 1Y | -0.7% | +13.5% | -14.2% | -9.7% |
| 3Y | +20.0% | +77.7% | -57.7% | -23.7% |
| 5Y | +25.1% | +72.6% | -47.5% | -19.8% |
| 10Y | +152.2% | +308.2% | -156.0% | -25.0% |
| All | +240.0% | +618.8% | -378.8% | -36.2% |
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 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