-92.8%
SMX vs SPY
+14.6%
-107.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.4% | +1.7% | -33.0% | -39.3% |
| 7D | -33.7% | -0.7% | -33.0% | -33.7% |
| 30D | -69.7% | -1.0% | -68.7% | -67.9% |
| 3M | -93.0% | -0.3% | -92.7% | -93.3% |
| 6M | -67.2% | +7.3% | -74.5% | -78.4% |
| YTD | -99.4% | +13.3% | -112.7% | -99.7% |
| 1Y | -92.8% | +14.8% | -107.6% | -95.2% |
| All | -92.8% | +14.6% | -107.5% | -95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling