-68.4%
SMPL vs SPY
+72.1%
-140.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | +4.3% | +2.6% | +1.7% | +2.6% |
| 30D | +17.3% | -2.0% | +19.2% | +18.8% |
| 3M | +12.4% | -2.8% | +15.2% | +14.5% |
| 6M | +12.2% | +2.1% | +10.1% | +10.4% |
| YTD | -37.4% | +11.5% | -48.9% | -42.1% |
| 1Y | -35.8% | +13.5% | -49.2% | -41.4% |
| 3Y | -67.2% | +77.7% | -144.9% | -79.5% |
| All | -68.4% | +72.1% | -140.5% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling