-3.6%
SMP vs SPY
+72.1%
-75.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -1.0% | +2.6% | -3.6% | -2.7% |
| 30D | +21.5% | -2.0% | +23.4% | +22.8% |
| 3M | +14.0% | -2.8% | +16.8% | +15.9% |
| 6M | +16.9% | +2.1% | +14.8% | +14.6% |
| YTD | +22.4% | +11.5% | +11.0% | +12.6% |
| 1Y | +19.1% | +13.5% | +5.6% | +8.1% |
| 3Y | +38.2% | +77.7% | -39.5% | -9.2% |
| All | -3.6% | +72.1% | -75.7% | -35.9% |
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