+139.6%
SLDB vs SPY
+75.1%
+64.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.1% |
| 7D | +6.3% | -2.7% | +9.0% | +11.9% |
| 30D | -3.8% | -5.4% | +1.6% | +7.1% |
| 3M | -24.3% | -4.1% | -20.2% | -17.9% |
| 6M | -8.5% | +0.7% | -9.2% | -8.6% |
| YTD | +16.8% | +8.7% | +8.2% | +1.6% |
| 1Y | +56.3% | +10.9% | +45.5% | +31.9% |
| 3Y | +139.6% | +75.0% | +64.6% | -32.5% |
| All | +139.6% | +75.1% | +64.6% | -32.5% |
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 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