+14.8%
SMP vs SPY
+82.0%
-67.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.0% |
| 7D | +12.2% | +0.1% | +12.1% | +12.1% |
| 30D | +5.8% | +0.1% | +5.8% | +5.8% |
| 3M | +6.5% | +2.0% | +4.6% | +4.9% |
| 6M | +9.4% | +13.0% | -3.6% | +0.2% |
| YTD | +15.5% | +13.5% | +2.0% | +5.4% |
| 1Y | +7.3% | +20.0% | -12.7% | -6.0% |
| 3Y | +21.5% | +77.2% | -55.6% | -19.1% |
| All | +14.8% | +82.0% | -67.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling