+2,956.9%
SPY vs SM
+1,227.2%
+1,729.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | -25.9% | +23.2% | +0.5% |
| 30D | -5.4% | -15.1% | +9.7% | -3.9% |
| 3M | -4.1% | +4.9% | -9.0% | -5.2% |
| 6M | +0.7% | +6.1% | -5.4% | -1.2% |
| YTD | +8.7% | +63.4% | -54.8% | +0.6% |
| 1Y | +10.9% | +72.5% | -61.6% | +1.9% |
| 3Y | +75.0% | -16.9% | +91.9% | +71.4% |
| 5Y | +67.8% | -10.6% | +78.4% | +58.0% |
| 10Y | +312.9% | +11.3% | +301.6% | +190.3% |
| All | +2,956.9% | +1,227.2% | +1,729.6% | +1,330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling