-84.3%
SLI vs SPY
+72.2%
-156.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.5% |
| 7D | +13.1% | -0.6% | +13.7% | +14.6% |
| 30D | -1.9% | -3.7% | +1.8% | +4.8% |
| 3M | -38.7% | -2.7% | -36.0% | -35.6% |
| 6M | -60.6% | +2.2% | -62.7% | -61.6% |
| YTD | -65.3% | +10.8% | -76.2% | -70.3% |
| 1Y | -56.5% | +11.2% | -67.7% | -62.9% |
| 3Y | -40.8% | +76.5% | -117.3% | -78.8% |
| 5Y | -84.3% | +72.9% | -157.3% | -92.8% |
| All | -84.3% | +72.2% | -156.5% | -92.8% |
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 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