-48.0%
SMR vs SPY
+86.1%
-134.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -2.3% |
| 7D | +1.9% | -0.9% | +2.9% | +4.7% |
| 30D | -21.9% | -2.4% | -19.6% | -17.5% |
| 3M | -47.1% | -1.2% | -46.0% | -45.2% |
| 6M | -60.6% | +3.3% | -63.9% | -61.5% |
| YTD | -63.1% | +12.3% | -75.4% | -67.8% |
| 1Y | -80.4% | +12.4% | -92.9% | -82.8% |
| 3Y | +150.2% | +78.8% | +71.4% | +45.3% |
| All | -48.0% | +86.1% | -134.1% | -72.4% |
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