+238.6%
SMLF vs SPY
+333.3%
-94.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +0.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.0% | -3.3% | +4.3% | +4.5% |
| 3M | -3.9% | -2.4% | -1.4% | -1.5% |
| 6M | +3.2% | +2.6% | +0.7% | +0.6% |
| YTD | +16.0% | +11.2% | +4.7% | +4.3% |
| 1Y | +18.0% | +13.4% | +4.6% | +4.1% |
| 3Y | +80.6% | +79.9% | +0.7% | +1.4% |
| 5Y | +54.0% | +72.2% | -18.2% | -9.5% |
| 10Y | +203.4% | +307.3% | -104.0% | -11.4% |
| All | +238.6% | +333.3% | -94.7% | -3.8% |
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