+9.6%
SMP vs SPY
+311.3%
-301.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.2% |
| 30D | -2.4% | -0.9% | -1.4% | -1.6% |
| 3M | +0.9% | +3.9% | -3.0% | -2.3% |
| 6M | +7.3% | +14.5% | -7.3% | -4.0% |
| YTD | +9.7% | +12.9% | -3.2% | -0.6% |
| 1Y | +0.4% | +19.4% | -19.0% | -13.2% |
| 3Y | +25.3% | +78.5% | -53.2% | -22.3% |
| 5Y | +9.8% | +81.8% | -72.0% | -33.6% |
| 10Y | +9.6% | +311.5% | -301.9% | -68.4% |
| All | +9.6% | +311.3% | -301.7% | -68.4% |
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