+20.0%
SMRT vs SPY
+14.6%
+5.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.2% | +1.7% | +16.6% | +15.8% |
| 7D | +20.0% | -0.7% | +20.7% | +21.2% |
| 30D | +35.0% | -1.0% | +36.0% | +37.1% |
| 3M | +54.3% | -0.3% | +54.6% | +55.2% |
| 6M | +16.5% | +7.3% | +9.2% | +5.3% |
| YTD | -19.8% | +13.3% | -33.1% | -32.8% |
| 1Y | +20.0% | +14.8% | +5.2% | -1.3% |
| All | +20.0% | +14.6% | +5.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling