-80.2%
SLDP vs SPY
+96.6%
-176.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.4% | +2.6% |
| 7D | -12.0% | -0.9% | -11.1% | -10.5% |
| 30D | -11.2% | -2.4% | -8.9% | -7.2% |
| 3M | -17.8% | -1.2% | -16.7% | -15.6% |
| 6M | -37.1% | +3.3% | -40.4% | -39.0% |
| YTD | -53.4% | +12.3% | -65.7% | -60.0% |
| 1Y | -72.1% | +12.4% | -84.6% | -75.9% |
| 3Y | +46.7% | +78.8% | -32.1% | -33.2% |
| 5Y | -82.5% | +75.2% | -157.6% | -91.4% |
| All | -80.2% | +96.6% | -176.8% | -90.3% |
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