-79.0%
SLDB vs SPY
+72.1%
-151.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +3.8% | +2.6% | +1.2% | +0.4% |
| 30D | +25.2% | -2.0% | +27.1% | +29.4% |
| 3M | -24.7% | -2.8% | -21.9% | -21.1% |
| 6M | -7.3% | +2.1% | -9.5% | -8.8% |
| YTD | +21.3% | +11.5% | +9.8% | +6.6% |
| 1Y | +59.1% | +13.5% | +45.6% | +37.0% |
| 3Y | +216.7% | +77.7% | +139.0% | +73.0% |
| All | -79.0% | +72.1% | -151.1% | -86.3% |
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