-67.5%
SMPL vs SPY
+75.1%
-142.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +7.1% | -2.7% | +9.8% | +8.4% |
| 30D | +21.8% | -5.4% | +27.2% | +24.6% |
| 3M | +7.9% | -4.1% | +12.0% | +9.7% |
| 6M | -4.6% | +0.7% | -5.3% | -5.0% |
| YTD | -40.0% | +8.7% | -48.7% | -42.1% |
| 1Y | -40.0% | +10.9% | -50.9% | -42.8% |
| 3Y | -67.5% | +75.0% | -142.5% | -74.4% |
| All | -67.5% | +75.1% | -142.6% | -74.4% |
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