+515.8%
SMP vs SPY
+3,091.8%
-2,576.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 6M | +9.4% | +13.0% | -3.6% | -1.5% |
| YTD | +15.5% | +13.5% | +2.0% | +3.5% |
| 1Y | +7.3% | +20.0% | -12.7% | -8.4% |
| 3Y | +21.5% | +77.2% | -55.6% | -25.8% |
| 5Y | +13.8% | +81.9% | -68.0% | -32.9% |
| 10Y | +16.2% | +314.1% | -297.9% | -66.4% |
| All | +515.8% | +3,091.8% | -2,576.0% | -55.7% |
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