+19.4%
SMMU vs SPY
+318.9%
-299.4%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.6% | -1.7% | +1.1% | -0.6% |
| 3M | -0.3% | +4.7% | -5.0% | -0.4% |
| 6M | -0.1% | +12.5% | -12.6% | -0.4% |
| YTD | +0.8% | +11.7% | -11.0% | +0.6% |
| 1Y | +1.4% | +17.5% | -16.1% | +1.1% |
| 3Y | +10.3% | +76.6% | -66.2% | +9.1% |
| 5Y | +9.4% | +82.0% | -72.7% | +8.0% |
| All | +19.4% | +318.9% | -299.4% | +18.3% |
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