-99.9%
SMSI vs SPY
+2,148.5%
-2,248.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.5% |
| 3M | -29.6% | +2.0% | -31.6% | -31.0% |
| 6M | +5.6% | +13.0% | -7.5% | -7.8% |
| YTD | +5.6% | +13.5% | -8.0% | -7.8% |
| 1Y | -21.9% | +20.0% | -41.9% | -35.3% |
| 3Y | -95.6% | +77.2% | -172.8% | -97.6% |
| 5Y | -98.6% | +81.9% | -180.4% | -99.2% |
| 10Y | -96.9% | +314.1% | -411.0% | -99.3% |
| All | -99.9% | +2,148.5% | -2,248.3% | -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