-88.9%
SMRT vs SPY
+83.9%
-172.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -0.7% | +0.1% | -0.9% | -1.0% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | +14.7% | +2.0% | +12.7% | +11.0% |
| 6M | -25.7% | +13.0% | -38.7% | -38.9% |
| YTD | -34.2% | +13.5% | -47.7% | -46.1% |
| 1Y | -6.3% | +20.0% | -26.3% | -29.8% |
| 3Y | -59.9% | +77.2% | -137.1% | -83.1% |
| 5Y | -90.5% | +81.9% | -172.4% | -95.8% |
| All | -88.9% | +83.9% | -172.8% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling