+87.4%
SLDB vs SPY
+21.3%
+66.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | -0.9% |
| 7D | +2.9% | +0.3% | +2.6% | +2.3% |
| 30D | +20.9% | +0.2% | +20.6% | +20.4% |
| 3M | +52.1% | +2.8% | +49.3% | +44.5% |
| 6M | +74.8% | +14.3% | +60.6% | +32.1% |
| YTD | +84.8% | +14.0% | +70.8% | +39.0% |
| All | +87.4% | +21.3% | +66.1% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling