-89.7%
SMRT vs SPY
+81.8%
-171.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.2% |
| 7D | -2.3% | +0.5% | -2.8% | -3.1% |
| 30D | -9.2% | -0.9% | -8.2% | -7.8% |
| 3M | +14.2% | +3.9% | +10.3% | +7.3% |
| 6M | -27.1% | +14.5% | -41.6% | -41.2% |
| YTD | -36.1% | +12.9% | -49.1% | -47.2% |
| 1Y | -11.6% | +19.4% | -31.0% | -33.2% |
| 3Y | -58.0% | +78.5% | -136.4% | -82.4% |
| 5Y | -89.7% | +81.8% | -171.4% | -95.6% |
| All | -89.7% | +81.8% | -171.4% | -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 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