+257.7%
SLAB vs SPY
+315.0%
-57.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -3.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.8% |
| 30D | -0.1% | -3.3% | +3.2% | +4.5% |
| 3M | +1.2% | -2.4% | +3.6% | +4.1% |
| 6M | +2.0% | +2.6% | -0.6% | -3.6% |
| YTD | +69.7% | +11.2% | +58.5% | +39.7% |
| 1Y | +75.4% | +13.4% | +62.1% | +40.4% |
| 3Y | +135.6% | +79.9% | +55.7% | -2.1% |
| 5Y | +11.8% | +72.2% | -60.4% | -49.1% |
| 10Y | +257.7% | +307.3% | -49.6% | -56.8% |
| All | +257.7% | +315.0% | -57.3% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling