+197.5%
SMOG vs SPY
+304.1%
-106.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +0.4% | -0.6% | +1.0% | +1.0% |
| 30D | -3.7% | -3.7% | 0.0% | +0.1% |
| 3M | -5.8% | -2.7% | -3.1% | -3.0% |
| 6M | -14.7% | +2.2% | -16.9% | -16.3% |
| YTD | +1.4% | +10.8% | -9.5% | -8.5% |
| 1Y | -3.6% | +11.2% | -14.8% | -13.2% |
| 3Y | +42.8% | +76.5% | -33.7% | -21.9% |
| 5Y | -18.1% | +72.9% | -91.1% | -54.0% |
| 10Y | +197.5% | +304.8% | -107.4% | -31.5% |
| All | +197.5% | +304.1% | -106.7% | -31.5% |
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