-87.9%
SMRT vs SPY
+67.4%
-155.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.7% |
| 7D | +17.8% | -2.7% | +20.5% | +22.9% |
| 30D | +35.9% | -5.4% | +41.3% | +48.3% |
| 3M | +16.1% | -4.1% | +20.1% | +24.0% |
| 6M | +35.9% | +0.7% | +35.2% | +34.2% |
| YTD | -21.3% | +8.7% | -30.0% | -31.1% |
| 1Y | +7.4% | +10.9% | -3.4% | -9.0% |
| 3Y | -38.6% | +75.0% | -113.6% | -73.9% |
| All | -87.9% | +67.4% | -155.3% | -94.2% |
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