-79.9%
SMR vs SPY
+12.1%
-91.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.0% |
| 7D | -8.3% | +2.6% | -10.9% | -16.5% |
| 30D | -20.1% | -2.0% | -18.1% | -13.2% |
| 3M | -52.7% | -2.8% | -49.9% | -46.5% |
| 6M | -61.0% | +2.1% | -63.2% | -63.0% |
| YTD | -67.1% | +11.5% | -78.6% | -76.6% |
| 1Y | -79.9% | +13.5% | -93.3% | -86.6% |
| All | -79.9% | +12.1% | -91.9% | -86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling