+48.8%
SMLV vs SPY
+74.6%
-25.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +3.9% | -2.4% | +6.2% | +5.6% |
| 3M | -0.8% | -1.2% | +0.3% | -0.1% |
| 6M | +9.8% | +3.3% | +6.5% | +6.8% |
| YTD | +22.4% | +12.3% | +10.1% | +11.8% |
| 1Y | +25.5% | +12.4% | +13.0% | +14.4% |
| 3Y | +75.7% | +78.8% | -3.1% | +13.6% |
| 5Y | +48.8% | +75.2% | -26.4% | -4.2% |
| All | +48.8% | +74.6% | -25.8% | -4.2% |
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