+251.9%
SLDB vs SPY
+79.4%
+172.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | +3.6% |
| 7D | +16.6% | -0.9% | +17.5% | +18.7% |
| 30D | +13.3% | -2.4% | +15.6% | +19.0% |
| 3M | -14.1% | -1.2% | -13.0% | -11.7% |
| 6M | -1.0% | +3.3% | -4.3% | -5.6% |
| YTD | +34.8% | +12.3% | +22.5% | +10.9% |
| 1Y | +67.8% | +12.4% | +55.3% | +38.5% |
| All | +251.9% | +79.4% | +172.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling