-100.0%
SMX vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.4% | +14.5% | +14.5% |
| 7D | +17.3% | +0.1% | +17.2% | +17.1% |
| 30D | +14.9% | +0.1% | +14.9% | +14.8% |
| 3M | +29.5% | +2.0% | +27.5% | +28.0% |
| 6M | -75.5% | +13.0% | -88.5% | -77.9% |
| YTD | -89.4% | +13.5% | -102.9% | -90.4% |
| 1Y | -89.5% | +20.0% | -109.5% | -90.5% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +75.5% | -175.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling