-99.9%
SMUP vs SPY
+20.9%
-120.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -3.6% |
| 7D | +23.5% | -0.4% | +23.9% | +25.6% |
| 30D | +27.9% | -1.4% | +29.3% | +43.4% |
| 3M | -7.2% | +3.7% | -10.9% | -24.8% |
| 6M | -53.0% | +13.0% | -66.0% | -74.8% |
| YTD | -97.3% | +12.4% | -109.6% | -99.0% |
| 1Y | -99.7% | +18.5% | -118.2% | -99.9% |
| All | -99.9% | +20.9% | -120.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling