+31.5%
SLI vs SPY
+217.8%
-186.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | -6.7% | -1.4% | -5.3% | -4.9% |
| 3M | -30.8% | +3.7% | -34.5% | -33.7% |
| 6M | -47.0% | +13.0% | -60.0% | -54.1% |
| YTD | -47.2% | +12.4% | -59.6% | -53.7% |
| 1Y | -15.7% | +18.5% | -34.2% | -31.0% |
| 3Y | -25.6% | +77.6% | -103.2% | -63.4% |
| 5Y | -64.8% | +81.7% | -146.5% | -82.1% |
| All | +31.5% | +217.8% | -186.3% | -55.5% |
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