+196.2%
SMOG vs SPY
+312.5%
-116.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +2.1% | -0.4% | +2.5% | +2.5% |
| 30D | +0.3% | -1.4% | +1.7% | +1.8% |
| 3M | -2.1% | +3.7% | -5.8% | -5.6% |
| 6M | +2.4% | +13.0% | -10.6% | -9.4% |
| YTD | +8.0% | +12.4% | -4.4% | -3.9% |
| 1Y | +19.8% | +18.5% | +1.2% | +1.0% |
| 3Y | +32.8% | +77.6% | -44.9% | -27.8% |
| 5Y | -6.8% | +81.7% | -88.5% | -50.2% |
| 10Y | +196.2% | +319.7% | -123.4% | -32.1% |
| All | +196.2% | +312.5% | -116.3% | -32.1% |
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