-100.0%
SLE vs SPY
+195.2%
-295.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.0% |
| 7D | -3.9% | -2.7% | -1.2% | -1.6% |
| 30D | -9.3% | -5.4% | -4.0% | -4.9% |
| 3M | +55.8% | -4.1% | +59.9% | +61.0% |
| 6M | +6.5% | +0.7% | +5.8% | +5.0% |
| YTD | -41.1% | +8.7% | -49.8% | -45.6% |
| 1Y | -69.3% | +10.9% | -80.1% | -72.1% |
| 3Y | -99.3% | +75.0% | -174.3% | -99.5% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +195.2% | -295.2% | -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 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