-70.3%
SLE vs SPY
+13.0%
-83.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -7.2% | -0.9% | -6.3% | -7.0% |
| 30D | -12.1% | -2.4% | -9.8% | -12.3% |
| 3M | +39.5% | -1.2% | +40.6% | +39.4% |
| 6M | +3.4% | +3.3% | +0.1% | +1.0% |
| YTD | -41.8% | +12.3% | -54.1% | -48.2% |
| 1Y | -70.3% | +12.4% | -82.8% | -73.5% |
| All | -70.3% | +13.0% | -83.3% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling