-100.0%
SMX vs SPY
+72.6%
-172.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | +3.2% | -2.0% | +5.2% | +5.4% |
| 30D | +13.4% | -1.7% | +15.0% | +15.4% |
| 3M | +36.9% | +4.7% | +32.2% | +31.4% |
| 6M | -67.5% | +12.5% | -80.0% | -70.4% |
| YTD | -90.4% | +11.7% | -102.1% | -91.1% |
| 1Y | -89.3% | +17.5% | -106.7% | -90.1% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +72.6% | -172.6% | -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