+36.9%
SLDP vs SPY
+78.0%
-41.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.1% | -7.2% |
| 7D | -2.0% | +0.1% | -2.1% | -1.9% |
| 30D | -19.1% | -3.3% | -15.8% | -13.4% |
| 3M | -17.2% | -2.4% | -14.7% | -12.7% |
| 6M | -37.2% | +2.6% | -39.8% | -38.6% |
| YTD | -54.6% | +11.2% | -65.8% | -61.1% |
| 1Y | -71.9% | +13.4% | -85.3% | -76.5% |
| 3Y | +36.9% | +79.9% | -43.0% | -54.6% |
| All | +36.9% | +78.0% | -41.1% | -54.6% |
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