-100.0%
SLE vs SPY
+206.7%
-306.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | -0.5% | +19.7% | +19.6% |
| 7D | +25.2% | +0.5% | +24.7% | +24.5% |
| 30D | +61.6% | -0.9% | +62.5% | +61.9% |
| 3M | +43.7% | +3.9% | +39.8% | +38.1% |
| 6M | +7.9% | +14.5% | -6.7% | -4.9% |
| YTD | -36.3% | +12.9% | -49.2% | -43.3% |
| 1Y | -87.0% | +19.4% | -106.4% | -89.1% |
| 3Y | -99.4% | +78.5% | -177.9% | -99.7% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +206.7% | -306.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling