+227.8%
SMLF vs SPY
+323.3%
-95.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -2.2% | -2.7% | +0.5% | +0.6% |
| 30D | -1.4% | -5.4% | +4.0% | +4.2% |
| 3M | -5.6% | -4.1% | -1.5% | -1.6% |
| 6M | -1.1% | +0.7% | -1.8% | -1.9% |
| YTD | +12.3% | +8.7% | +3.6% | +3.4% |
| 1Y | +15.7% | +10.9% | +4.8% | +4.4% |
| 3Y | +70.5% | +75.0% | -4.5% | -1.6% |
| 5Y | +49.2% | +67.8% | -18.6% | -10.1% |
| 10Y | +206.3% | +312.9% | -106.5% | -10.3% |
| All | +227.8% | +323.3% | -95.5% | -4.7% |
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 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