+157.5%
SMMD vs SPY
+262.3%
-104.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.0% | -0.4% | -0.7% | -0.7% |
| 30D | -3.4% | -1.4% | -2.0% | -2.0% |
| 3M | +2.2% | +3.7% | -1.5% | -1.7% |
| 6M | +14.7% | +13.0% | +1.7% | +1.1% |
| YTD | +19.3% | +12.4% | +6.9% | +5.8% |
| 1Y | +23.0% | +18.5% | +4.5% | +3.3% |
| 3Y | +63.4% | +77.6% | -14.2% | -9.4% |
| 5Y | +44.8% | +81.7% | -36.9% | -21.3% |
| All | +157.5% | +262.3% | -104.8% | -19.9% |
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 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