+7.5%
SMR vs SPY
+86.3%
-78.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | +13.1% | -0.4% | +13.4% | +13.7% |
| 30D | +17.8% | -1.4% | +19.1% | +21.0% |
| 3M | +8.1% | +3.7% | +4.4% | +2.7% |
| 6M | -11.1% | +13.0% | -24.1% | -25.1% |
| YTD | -23.7% | +12.4% | -36.1% | -34.4% |
| 1Y | -69.4% | +18.5% | -87.9% | -75.2% |
| 3Y | +82.6% | +77.6% | +5.0% | +5.3% |
| All | +7.5% | +86.3% | -78.8% | -43.8% |
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