-98.2%
SMU vs SPY
+23.0%
-121.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -6.0% |
| 7D | +7.1% | -2.0% | +9.0% | +24.6% |
| 30D | -1.6% | -1.7% | 0.0% | +13.8% |
| 3M | -5.8% | +4.7% | -10.5% | -30.5% |
| 6M | -59.2% | +12.5% | -71.7% | -77.9% |
| YTD | -76.7% | +11.7% | -88.5% | -85.7% |
| 1Y | -97.6% | +17.5% | -115.0% | -98.7% |
| All | -98.2% | +23.0% | -121.3% | -99.2% |
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