-99.9%
SMUP vs SPY
+20.2%
-120.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -6.1% |
| 7D | +7.1% | -2.0% | +9.1% | +24.1% |
| 30D | -0.7% | -1.7% | +1.0% | +14.5% |
| 3M | -3.5% | +4.7% | -8.3% | -28.1% |
| 6M | -57.5% | +12.5% | -70.0% | -76.4% |
| YTD | -97.5% | +11.7% | -109.3% | -99.1% |
| 1Y | -99.7% | +17.5% | -117.2% | -99.9% |
| All | -99.9% | +20.2% | -120.1% | -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 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