-86.7%
SMRT vs SPY
+80.5%
-167.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.2% |
| 7D | 0.0% | +2.6% | -2.6% | -3.7% |
| 30D | +37.1% | -2.0% | +39.0% | +41.6% |
| 3M | +10.4% | -2.8% | +13.2% | +15.6% |
| 6M | +43.2% | +2.1% | +41.1% | +38.8% |
| YTD | -21.3% | +11.5% | -32.8% | -33.6% |
| 1Y | +7.4% | +13.5% | -6.0% | -11.8% |
| 3Y | -45.7% | +77.7% | -123.4% | -77.2% |
| 5Y | -85.1% | +72.6% | -157.7% | -93.2% |
| All | -86.7% | +80.5% | -167.3% | -94.0% |
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