+81.2%
SLGN vs SPY
+322.5%
-241.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -6.2% | -0.8% | -5.4% | -5.7% |
| 30D | -4.5% | -1.1% | -3.5% | -3.9% |
| 3M | -3.5% | +3.9% | -7.3% | -5.7% |
| 6M | -6.7% | +13.6% | -20.3% | -13.7% |
| YTD | -2.8% | +12.7% | -15.5% | -9.7% |
| 1Y | -11.4% | +17.5% | -28.9% | -19.9% |
| 3Y | -4.3% | +76.9% | -81.2% | -32.9% |
| 5Y | +1.7% | +83.6% | -81.9% | -31.2% |
| All | +81.2% | +322.5% | -241.2% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling