-36.9%
SLGL vs SPY
+74.0%
-110.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.1% |
| 7D | -10.7% | +3.3% | -14.0% | -12.3% |
| 30D | -17.6% | -2.7% | -15.0% | -16.4% |
| 3M | -21.3% | -1.7% | -19.6% | -20.5% |
| 6M | -16.3% | +3.1% | -19.4% | -17.5% |
| YTD | +33.5% | +11.9% | +21.6% | +25.7% |
| 1Y | +78.6% | +12.0% | +66.6% | +68.1% |
| 3Y | +307.6% | +78.2% | +229.4% | +214.2% |
| 5Y | -36.9% | +73.2% | -110.1% | -52.2% |
| All | -36.9% | +74.0% | -110.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling