-3.6%
SMR vs SPY
+88.2%
-91.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | +3.4% | +0.1% | +3.4% | +3.6% |
| 3M | -19.2% | +2.0% | -21.2% | -20.5% |
| 6M | -22.6% | +13.0% | -35.7% | -34.8% |
| YTD | -31.5% | +13.5% | -45.1% | -42.1% |
| 1Y | -73.1% | +20.0% | -93.0% | -78.6% |
| 3Y | +55.0% | +77.2% | -22.2% | -11.6% |
| All | -3.6% | +88.2% | -91.7% | -50.4% |
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