-0.7%
SMRF vs SPY
+12.1%
-12.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -0.7% |
| 7D | +4.3% | -0.4% | +4.7% | +5.2% |
| 30D | +2.8% | -1.4% | +4.1% | +6.2% |
| 3M | +1.6% | +3.7% | -2.1% | -6.4% |
| 6M | +5.5% | +13.0% | -7.5% | -16.9% |
| All | -0.7% | +12.1% | -12.8% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling