+219.3%
SLAB vs SPY
+667.5%
-448.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.3% |
| 7D | -0.4% | -2.7% | +2.3% | +2.9% |
| 30D | -0.2% | -5.4% | +5.2% | +6.8% |
| 3M | +1.4% | -4.1% | +5.5% | +6.4% |
| 6M | +2.3% | +0.7% | +1.6% | 0.0% |
| YTD | +69.5% | +8.7% | +60.8% | +48.7% |
| 1Y | +70.1% | +10.9% | +59.2% | +45.6% |
| 3Y | +140.3% | +75.0% | +65.3% | +20.3% |
| 5Y | +10.7% | +67.8% | -57.1% | -39.9% |
| 10Y | +273.8% | +312.9% | -39.0% | -27.1% |
| All | +219.3% | +667.5% | -448.3% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling