-92.7%
SLBT vs SPY
+28.1%
-120.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.8% |
| 7D | -22.5% | +2.6% | -25.1% | -22.9% |
| 30D | -53.1% | -2.0% | -51.1% | -52.9% |
| 3M | -73.2% | -2.8% | -70.4% | -73.1% |
| 6M | -91.7% | +2.1% | -93.9% | -91.7% |
| YTD | -93.1% | +11.5% | -104.6% | -93.1% |
| 1Y | -93.0% | +13.5% | -106.5% | -93.0% |
| All | -92.7% | +28.1% | -120.8% | -92.7% |
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