+67.8%
SMIZ vs SPY
+82.9%
-15.1%
-25.0%
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% | +0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.1% |
| 30D | -4.0% | -3.7% | -0.3% | -0.1% |
| 3M | -6.1% | -2.7% | -3.4% | -3.3% |
| 6M | -4.3% | +2.2% | -6.5% | -6.4% |
| YTD | +9.0% | +10.8% | -1.8% | -2.0% |
| 1Y | +8.5% | +11.2% | -2.7% | -2.8% |
| 3Y | +64.8% | +76.5% | -11.7% | -9.9% |
| All | +67.8% | +82.9% | -15.1% | -12.5% |
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