-90.0%
SMRT vs SPY
+82.0%
-172.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.3% |
| 7D | -11.8% | -0.4% | -11.4% | -11.3% |
| 30D | -11.8% | -1.4% | -10.4% | -9.7% |
| 3M | +6.2% | +3.7% | +2.5% | +0.1% |
| 6M | -32.6% | +13.0% | -45.6% | -44.5% |
| YTD | -40.6% | +12.4% | -53.0% | -50.6% |
| 1Y | -17.8% | +18.5% | -36.3% | -37.2% |
| 3Y | -60.9% | +77.6% | -138.5% | -83.6% |
| 5Y | -90.3% | +81.7% | -172.0% | -95.7% |
| All | -90.0% | +82.0% | -172.0% | -95.6% |
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