+19.4%
SPY vs SM
+46.7%
-27.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -0.9% | +31.5% | -32.5% | +0.3% |
| 3M | +3.9% | +17.3% | -13.5% | +5.0% |
| 6M | +14.5% | +48.5% | -34.0% | +15.5% |
| YTD | +12.9% | +106.3% | -93.3% | +12.4% |
| 1Y | +19.4% | +47.3% | -27.9% | +19.9% |
| All | +19.4% | +46.7% | -27.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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