-10.3%
SMPL vs SPY
+264.0%
-274.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | -5.4% | +0.5% | -6.0% | -5.8% |
| 30D | -3.1% | -0.9% | -2.1% | -2.3% |
| 3M | -9.8% | +3.9% | -13.7% | -12.5% |
| 6M | -32.7% | +14.5% | -47.2% | -39.8% |
| YTD | -46.4% | +12.9% | -59.3% | -51.6% |
| 1Y | -61.8% | +19.4% | -81.2% | -67.2% |
| 3Y | -67.0% | +78.5% | -145.5% | -80.3% |
| 5Y | -69.9% | +81.8% | -151.6% | -82.3% |
| All | -10.3% | +264.0% | -274.3% | -67.5% |
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