+162.8%
SMLV vs SPY
+312.5%
-149.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -2.2% | -1.4% | -0.9% | -1.1% |
| 3M | +3.5% | +3.7% | -0.2% | 0.0% |
| 6M | +14.2% | +13.0% | +1.2% | +2.1% |
| YTD | +20.2% | +12.4% | +7.8% | +8.0% |
| 1Y | +21.3% | +18.5% | +2.7% | +3.9% |
| 3Y | +65.5% | +77.6% | -12.1% | -1.8% |
| 5Y | +56.7% | +81.7% | -25.0% | -10.1% |
| 10Y | +162.8% | +319.7% | -156.9% | -35.1% |
| All | +162.8% | +312.5% | -149.8% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling