-82.8%
SLDP vs SPY
+72.2%
-155.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | -6.9% | -0.6% | -6.3% | -5.7% |
| 30D | -20.8% | -3.7% | -17.1% | -15.2% |
| 3M | -19.6% | -2.7% | -16.8% | -15.1% |
| 6M | -38.5% | +2.2% | -40.7% | -39.4% |
| YTD | -55.5% | +10.8% | -66.4% | -61.2% |
| 1Y | -74.3% | +11.2% | -85.5% | -77.5% |
| 3Y | +40.0% | +76.5% | -36.5% | -37.0% |
| 5Y | -82.8% | +72.9% | -155.8% | -91.0% |
| All | -82.8% | +72.2% | -155.1% | -91.0% |
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