+31.8%
SMOG vs SPY
+610.8%
-579.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +0.4% | -0.6% | +1.0% | +1.1% |
| 30D | -3.7% | -3.7% | 0.0% | +0.8% |
| 3M | -5.8% | -2.7% | -3.1% | -2.6% |
| 6M | -14.7% | +2.2% | -16.9% | -16.7% |
| YTD | +1.4% | +10.8% | -9.5% | -10.5% |
| 1Y | -3.6% | +11.2% | -14.8% | -15.2% |
| 3Y | +42.8% | +76.5% | -33.7% | -31.4% |
| 5Y | -18.1% | +72.9% | -91.1% | -59.6% |
| 10Y | +197.5% | +304.8% | -107.4% | -53.9% |
| All | +31.8% | +610.8% | -579.0% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling