+305.0%
SMLV vs SPY
+530.8%
-225.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +1.0% | +2.6% | -1.6% | -1.2% |
| 30D | +3.8% | -2.0% | +5.8% | +5.5% |
| 3M | -2.9% | -2.8% | -0.1% | -0.7% |
| 6M | +9.9% | +2.1% | +7.7% | +7.4% |
| YTD | +21.4% | +11.5% | +9.9% | +9.8% |
| 1Y | +25.7% | +13.5% | +12.2% | +11.9% |
| 3Y | +74.0% | +77.7% | -3.7% | +3.8% |
| 5Y | +48.0% | +72.6% | -24.6% | -10.4% |
| 10Y | +147.3% | +308.2% | -160.9% | -30.2% |
| All | +305.0% | +530.8% | -225.8% | -18.9% |
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