-91.3%
SLGB vs SPY
+16.5%
-107.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.7% |
| 7D | -11.0% | +0.1% | -11.1% | -11.1% |
| 30D | -15.3% | +0.1% | -15.3% | -15.3% |
| 3M | -6.3% | +2.0% | -8.3% | -9.2% |
| 6M | -60.3% | +13.0% | -73.3% | -65.6% |
| YTD | -63.1% | +13.5% | -76.7% | -67.3% |
| All | -91.3% | +16.5% | -107.7% | -91.9% |
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