-91.5%
SMU vs SPY
+2.7%
-94.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.5% | -4.4% |
| 7D | -18.0% | +2.6% | -20.6% | -30.4% |
| 30D | -43.7% | -2.0% | -41.8% | -32.3% |
| 3M | -83.5% | -2.8% | -80.7% | -78.2% |
| 6M | -91.5% | +2.1% | -93.7% | -91.5% |
| All | -91.5% | +2.7% | -94.2% | -91.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling