-24.3%
SLI vs SPY
+78.7%
-103.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | -3.6% | +0.5% | -4.2% | -4.4% |
| 30D | +1.3% | -0.9% | +2.2% | +2.8% |
| 3M | -29.8% | +3.9% | -33.7% | -33.2% |
| 6M | -44.2% | +14.5% | -58.7% | -53.0% |
| YTD | -46.3% | +12.9% | -59.2% | -53.7% |
| 1Y | -18.6% | +19.4% | -38.0% | -34.7% |
| 3Y | -24.3% | +78.5% | -102.7% | -68.2% |
| All | -24.3% | +78.7% | -103.0% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling