-97.1%
SMSI vs SPY
+318.9%
-416.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | -2.1% | -2.0% | -0.1% | +0.2% |
| 30D | -5.4% | -1.7% | -3.7% | -3.7% |
| 3M | -21.7% | +4.7% | -26.5% | -25.8% |
| 6M | -23.0% | +12.5% | -35.5% | -32.9% |
| YTD | +4.1% | +11.7% | -7.6% | -8.3% |
| 1Y | -23.0% | +17.5% | -40.5% | -35.5% |
| 3Y | -95.3% | +76.6% | -171.8% | -97.5% |
| 5Y | -98.5% | +82.0% | -180.5% | -99.2% |
| All | -97.1% | +318.9% | -416.0% | -99.3% |
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