+75.0%
SPY vs SM
-20.0%
+95.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | -25.9% | +23.2% | -0.4% |
| 30D | -5.4% | -15.1% | +9.7% | -4.4% |
| 3M | -4.1% | +4.9% | -9.0% | -5.3% |
| 6M | +0.7% | +6.1% | -5.4% | -1.4% |
| YTD | +8.7% | +63.4% | -54.8% | -1.8% |
| 1Y | +10.9% | +72.5% | -61.6% | -0.9% |
| 3Y | +75.0% | -16.9% | +91.9% | +66.9% |
| All | +75.0% | -20.0% | +95.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling