+68.2%
SMIZ vs SPY
+83.6%
-15.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.8% | -3.3% | -0.5% | -0.2% |
| 3M | -6.4% | -2.4% | -4.0% | -4.0% |
| 6M | -4.1% | +2.6% | -6.6% | -6.6% |
| YTD | +9.2% | +11.2% | -2.0% | -2.2% |
| 1Y | +9.9% | +13.4% | -3.5% | -3.5% |
| 3Y | +67.3% | +79.9% | -12.6% | -10.4% |
| All | +68.2% | +83.6% | -15.4% | -12.7% |
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