-82.4%
SLDP vs SPY
+95.2%
-177.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.8% |
| 7D | -11.3% | +2.6% | -13.9% | -15.0% |
| 30D | -15.4% | -2.0% | -13.4% | -12.1% |
| 3M | -26.4% | -2.8% | -23.6% | -22.3% |
| 6M | -42.5% | +2.1% | -44.6% | -43.2% |
| YTD | -58.6% | +11.5% | -70.1% | -64.0% |
| 1Y | -69.9% | +13.5% | -83.4% | -74.4% |
| 3Y | +20.5% | +77.7% | -57.2% | -44.5% |
| 5Y | -85.3% | +72.6% | -157.9% | -92.7% |
| All | -82.4% | +95.2% | -177.6% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling