-98.5%
SMSI vs SPY
+80.9%
-179.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.3% |
| 30D | -2.4% | -1.4% | -1.1% | -0.8% |
| 3M | -24.1% | +3.7% | -27.8% | -27.7% |
| 6M | -18.8% | +13.0% | -31.8% | -31.0% |
| YTD | +3.7% | +12.4% | -8.7% | -10.8% |
| 1Y | -26.3% | +18.5% | -44.8% | -40.5% |
| 3Y | -95.3% | +77.6% | -172.9% | -97.8% |
| All | -98.5% | +80.9% | -179.4% | -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 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