+304.6%
SMLV vs SPY
+538.9%
-234.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +0.6% | +0.5% | 0.0% | +0.1% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | +5.6% | +3.9% | +1.8% | +2.0% |
| 6M | +15.4% | +14.5% | +0.9% | +2.2% |
| YTD | +21.3% | +12.9% | +8.4% | +8.7% |
| 1Y | +21.0% | +19.4% | +1.7% | +3.2% |
| 3Y | +67.0% | +78.5% | -11.5% | -0.6% |
| 5Y | +57.4% | +81.8% | -24.4% | -9.0% |
| 10Y | +158.0% | +311.5% | -153.5% | -27.5% |
| All | +304.6% | +538.9% | -234.3% | -19.7% |
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