+13.3%
SMTH vs SPY
+66.2%
-52.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +2.7% | -5.4% | +8.1% | +3.1% |
| 3M | -0.2% | -4.1% | +3.9% | 0.0% |
| 6M | -0.9% | +0.7% | -1.6% | -1.0% |
| YTD | -0.3% | +8.7% | -9.0% | -0.8% |
| 1Y | -0.1% | +10.9% | -11.0% | -0.7% |
| All | +13.3% | +66.2% | -52.9% | +8.0% |
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