+0.4%
SMPL vs SPY
+250.3%
-249.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | +7.1% | -2.7% | +9.8% | +9.5% |
| 30D | +21.8% | -5.4% | +27.2% | +27.1% |
| 3M | +7.9% | -4.1% | +12.0% | +11.3% |
| 6M | -4.6% | +0.7% | -5.3% | -5.5% |
| YTD | -40.0% | +8.7% | -48.7% | -44.2% |
| 1Y | -40.0% | +10.9% | -50.9% | -45.3% |
| 3Y | -67.5% | +75.0% | -142.5% | -80.4% |
| 5Y | -70.6% | +67.8% | -138.4% | -81.6% |
| All | +0.4% | +250.3% | -249.9% | -62.5% |
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 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