-79.6%
SLDP vs SPY
+89.7%
-169.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -2.1% |
| 7D | +0.5% | -4.7% | +5.2% | +9.4% |
| 30D | -13.2% | -5.9% | -7.3% | -3.4% |
| 3M | -4.7% | -4.5% | -0.1% | +3.9% |
| 6M | -41.9% | +1.8% | -43.7% | -42.1% |
| YTD | -52.0% | +8.3% | -60.3% | -56.2% |
| 1Y | -76.0% | +9.3% | -85.4% | -78.2% |
| 3Y | +45.7% | +74.9% | -29.1% | -30.8% |
| 5Y | -82.1% | +67.3% | -149.3% | -90.6% |
| All | -79.6% | +89.7% | -169.3% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling