+1.5%
SMR vs SPY
+85.1%
-83.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.5% |
| 7D | +4.7% | -2.0% | +6.7% | +8.6% |
| 30D | +3.2% | -1.7% | +4.9% | +6.7% |
| 3M | +9.9% | +4.7% | +5.2% | +2.5% |
| 6M | -15.1% | +12.5% | -27.6% | -27.9% |
| YTD | -27.9% | +11.7% | -39.7% | -37.3% |
| 1Y | -70.2% | +17.5% | -87.7% | -75.5% |
| 3Y | +72.5% | +76.6% | -4.1% | +0.6% |
| All | +1.5% | +85.1% | -83.6% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling