-52.1%
SMR vs SPY
+85.4%
-137.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.2% |
| 7D | +10.3% | +3.3% | +7.0% | +4.1% |
| 30D | -25.7% | -2.7% | -23.0% | -21.0% |
| 3M | -49.7% | -1.7% | -48.0% | -47.3% |
| 6M | -59.8% | +3.1% | -62.9% | -60.5% |
| YTD | -66.0% | +11.9% | -77.9% | -70.1% |
| 1Y | -81.4% | +12.0% | -93.4% | -83.5% |
| 3Y | +130.6% | +78.2% | +52.4% | +34.8% |
| All | -52.1% | +85.4% | -137.5% | -74.4% |
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