-83.8%
SLDP vs SPY
+67.4%
-151.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -3.2% |
| 7D | +1.3% | -2.7% | +4.0% | +6.6% |
| 30D | -17.3% | -5.4% | -11.9% | -8.6% |
| 3M | -9.4% | -4.1% | -5.3% | -1.8% |
| 6M | -40.7% | +0.7% | -41.4% | -39.8% |
| YTD | -53.3% | +8.7% | -62.0% | -57.8% |
| 1Y | -70.6% | +10.9% | -81.5% | -74.0% |
| 3Y | +44.9% | +75.0% | -30.1% | -33.8% |
| All | -83.8% | +67.4% | -151.2% | -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