-38.6%
SMRT vs SPY
+75.1%
-113.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.7% |
| 7D | +17.8% | -2.7% | +20.5% | +22.8% |
| 30D | +35.9% | -5.4% | +41.3% | +48.2% |
| 3M | +16.1% | -4.1% | +20.1% | +23.9% |
| 6M | +35.9% | +0.7% | +35.2% | +34.1% |
| YTD | -21.3% | +8.7% | -30.0% | -31.4% |
| 1Y | +7.4% | +10.9% | -3.4% | -9.5% |
| 3Y | -38.6% | +75.0% | -113.6% | -78.4% |
| All | -38.6% | +75.1% | -113.7% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling