-90.6%
SLBT vs SPY
+24.8%
-115.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | -21.8% | -2.7% | -19.1% | -21.1% |
| 30D | -37.9% | -5.4% | -32.5% | -37.2% |
| 3M | -65.6% | -4.1% | -61.5% | -65.3% |
| 6M | -89.0% | +0.7% | -89.7% | -89.0% |
| YTD | -91.1% | +8.7% | -99.8% | -91.1% |
| 1Y | -91.0% | +10.9% | -101.8% | -90.9% |
| All | -90.6% | +24.8% | -115.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling