-97.0%
SLDB vs SPY
+208.6%
-305.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +17.4% | +0.1% | +17.4% | +17.5% |
| 3M | +41.6% | +2.0% | +39.6% | +38.8% |
| 6M | +66.9% | +13.0% | +53.9% | +45.4% |
| YTD | +81.7% | +13.5% | +68.2% | +57.6% |
| 1Y | +84.4% | +20.0% | +64.4% | +50.8% |
| 3Y | +183.1% | +77.2% | +106.0% | +57.1% |
| 5Y | -75.6% | +81.9% | -157.5% | -86.8% |
| All | -97.0% | +208.6% | -305.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling