-4.6%
SMPL vs SPY
+266.0%
-270.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | -2.1% | +2.0% | -4.0% | -3.7% |
| 6M | -30.1% | +13.0% | -43.1% | -36.8% |
| YTD | -43.0% | +13.5% | -56.5% | -48.7% |
| 1Y | -59.9% | +20.0% | -79.8% | -65.6% |
| 3Y | -68.4% | +77.2% | -145.5% | -81.0% |
| 5Y | -67.8% | +81.9% | -149.7% | -81.1% |
| All | -4.6% | +266.0% | -270.6% | -65.5% |
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