-67.2%
SMPL vs SPY
+78.1%
-145.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +4.3% | +2.6% | +1.7% | +3.2% |
| 30D | +17.3% | -2.0% | +19.2% | +18.2% |
| 3M | +12.4% | -2.8% | +15.2% | +13.7% |
| 6M | +12.2% | +2.1% | +10.1% | +11.1% |
| YTD | -37.4% | +11.5% | -48.9% | -40.3% |
| 1Y | -35.8% | +13.5% | -49.2% | -39.2% |
| 3Y | -67.2% | +77.7% | -144.9% | -74.6% |
| All | -67.2% | +78.1% | -145.2% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling