+199.7%
SMOG vs SPY
+311.8%
-112.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.7% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | -2.0% | -2.4% | +0.4% | +0.4% |
| 3M | -5.0% | -1.2% | -3.8% | -3.8% |
| 6M | -15.5% | +3.3% | -18.8% | -18.0% |
| YTD | +2.1% | +12.3% | -10.2% | -9.1% |
| 1Y | -2.8% | +12.4% | -15.3% | -13.5% |
| 3Y | +43.9% | +78.8% | -34.9% | -22.4% |
| 5Y | -19.5% | +75.2% | -94.6% | -55.3% |
| 10Y | +199.7% | +311.1% | -111.4% | -32.3% |
| All | +199.7% | +311.8% | -112.0% | -32.3% |
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