+559.2%
SMP vs SPY
+2,954.7%
-2,395.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | +4.8% | -2.7% | +7.5% | +7.1% |
| 30D | +20.4% | -5.4% | +25.8% | +25.7% |
| 3M | +14.0% | -4.1% | +18.1% | +17.6% |
| 6M | +16.3% | +0.7% | +15.6% | +15.0% |
| YTD | +23.6% | +8.7% | +15.0% | +14.5% |
| 1Y | +22.6% | +10.9% | +11.7% | +11.6% |
| 3Y | +36.9% | +75.0% | -38.1% | -15.8% |
| 5Y | +0.6% | +67.8% | -67.2% | -36.7% |
| 10Y | +18.6% | +312.9% | -294.2% | -65.8% |
| All | +559.2% | +2,954.7% | -2,395.5% | -51.0% |
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