-80.1%
SLDP vs SPY
+90.3%
-170.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -3.2% |
| 7D | +1.3% | -2.7% | +4.0% | +6.5% |
| 30D | -17.3% | -5.4% | -11.9% | -8.8% |
| 3M | -9.4% | -4.1% | -5.3% | -2.0% |
| 6M | -40.7% | +0.7% | -41.4% | -39.8% |
| YTD | -53.3% | +8.7% | -62.0% | -57.6% |
| 1Y | -70.6% | +10.9% | -81.5% | -73.9% |
| 3Y | +44.9% | +75.0% | -30.1% | -31.4% |
| 5Y | -82.6% | +67.8% | -150.3% | -90.9% |
| All | -80.1% | +90.3% | -170.4% | -89.7% |
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