-60.7%
SLI vs SPY
+81.8%
-142.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.1% |
| 7D | -3.6% | +0.5% | -4.2% | -4.6% |
| 30D | +1.3% | -0.9% | +2.2% | +3.0% |
| 3M | -29.8% | +3.9% | -33.7% | -33.9% |
| 6M | -44.2% | +14.5% | -58.7% | -55.0% |
| YTD | -46.3% | +12.9% | -59.2% | -55.4% |
| 1Y | -18.6% | +19.4% | -38.0% | -38.6% |
| 3Y | -24.3% | +78.5% | -102.7% | -73.0% |
| 5Y | -60.7% | +81.8% | -142.5% | -83.7% |
| All | -60.7% | +81.8% | -142.5% | -83.7% |
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