+18.1%
SMP vs SPY
+312.9%
-294.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | +4.8% | -2.7% | +7.5% | +7.0% |
| 30D | +20.4% | -5.4% | +25.8% | +25.4% |
| 3M | +14.0% | -4.1% | +18.1% | +17.4% |
| 6M | +16.3% | +0.7% | +15.6% | +15.0% |
| YTD | +23.6% | +8.7% | +15.0% | +15.0% |
| 1Y | +22.6% | +10.9% | +11.7% | +12.1% |
| 3Y | +36.9% | +75.0% | -38.1% | -14.0% |
| 5Y | +0.6% | +67.8% | -67.2% | -35.1% |
| All | +18.1% | +312.9% | -294.7% | -66.3% |
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