+218.0%
SLAB vs SPY
+702.0%
-484.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +1.1% | +0.1% | +1.0% | +0.9% |
| 3M | +0.7% | +2.0% | -1.3% | -2.4% |
| 6M | +8.4% | +13.0% | -4.7% | -8.9% |
| YTD | +68.8% | +13.5% | +55.2% | +40.6% |
| 1Y | +63.5% | +20.0% | +43.5% | +27.3% |
| 3Y | +63.1% | +77.2% | -14.1% | -19.3% |
| 5Y | +40.7% | +81.9% | -41.2% | -30.7% |
| 10Y | +280.7% | +314.1% | -33.4% | -26.0% |
| All | +218.0% | +702.0% | -484.0% | -65.5% |
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