-99.7%
SMU vs SPY
+22.8%
-122.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.5% | -4.2% |
| 7D | -18.0% | +2.6% | -20.6% | -31.5% |
| 30D | -43.7% | -2.0% | -41.8% | -32.1% |
| 3M | -83.5% | -2.8% | -80.7% | -78.3% |
| 6M | -91.5% | +2.1% | -93.7% | -91.4% |
| YTD | -96.2% | +11.5% | -107.6% | -97.5% |
| 1Y | -98.8% | +13.5% | -112.2% | -99.3% |
| All | -99.7% | +22.8% | -122.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling