-55.3%
SLGL vs SPY
+198.7%
-254.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -10.7% | -2.7% | -8.0% | -9.2% |
| 30D | -15.2% | -5.4% | -9.8% | -12.2% |
| 3M | -29.8% | -4.1% | -25.7% | -27.9% |
| 6M | -14.6% | +0.7% | -15.3% | -14.8% |
| YTD | +44.8% | +8.7% | +36.1% | +37.5% |
| 1Y | +90.6% | +10.9% | +79.7% | +78.9% |
| 3Y | +293.6% | +75.0% | +218.6% | +178.6% |
| 5Y | -32.9% | +67.8% | -100.7% | -51.9% |
| All | -55.3% | +198.7% | -254.0% | -77.8% |
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