-99.0%
SMSI vs SPY
+74.0%
-173.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | +4.8% | +3.3% | +1.5% | +0.5% |
| 30D | 0.0% | -2.7% | +2.7% | +3.3% |
| 3M | -21.1% | -1.7% | -19.3% | -19.6% |
| 6M | -44.8% | +3.1% | -47.9% | -47.1% |
| YTD | -11.1% | +11.9% | -23.0% | -23.4% |
| 1Y | -27.3% | +12.0% | -39.3% | -37.4% |
| 3Y | -93.1% | +78.2% | -171.3% | -96.8% |
| 5Y | -99.0% | +73.2% | -172.3% | -99.5% |
| All | -99.0% | +74.0% | -173.1% | -99.5% |
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