+316.1%
SVM vs SPY
+268.1%
+48.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | +2.8% | -1.4% | +4.2% | +4.1% |
| 3M | +24.6% | +3.7% | +20.9% | +21.4% |
| 6M | +8.6% | +13.0% | -4.4% | -0.5% |
| YTD | +50.6% | +12.4% | +38.2% | +39.0% |
| 1Y | +156.9% | +18.5% | +138.4% | +128.1% |
| 3Y | +431.9% | +77.6% | +354.3% | +243.2% |
| 5Y | +209.6% | +81.7% | +127.9% | +94.9% |
| All | +316.1% | +268.1% | +48.0% | +91.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling