-99.9%
SMSI vs SPY
+2,115.8%
-2,215.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.8% |
| 7D | +4.8% | +3.3% | +1.5% | +1.2% |
| 30D | 0.0% | -2.7% | +2.7% | +2.8% |
| 3M | -21.1% | -1.7% | -19.3% | -19.8% |
| 6M | -44.8% | +3.1% | -47.9% | -46.6% |
| YTD | -11.1% | +11.9% | -23.0% | -21.3% |
| 1Y | -27.3% | +12.0% | -39.3% | -35.7% |
| 3Y | -93.1% | +78.2% | -171.3% | -96.3% |
| 5Y | -99.0% | +73.2% | -172.3% | -99.4% |
| 10Y | -96.6% | +309.6% | -406.3% | -99.2% |
| All | -99.9% | +2,115.8% | -2,215.7% | -100.0% |
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