+95.0%
SMRI vs SPY
+77.0%
+18.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | +4.7% | -0.9% | +5.6% | +5.4% |
| 3M | +14.5% | +3.9% | +10.6% | +11.1% |
| 6M | +32.3% | +14.5% | +17.8% | +18.9% |
| YTD | +32.6% | +12.9% | +19.7% | +20.5% |
| 1Y | +41.1% | +19.4% | +21.7% | +22.6% |
| All | +95.0% | +77.0% | +18.0% | +26.5% |
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