+34.8%
SLI vs SPY
+221.0%
-186.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | -37.3% | +2.0% | -39.3% | -38.5% |
| 6M | -45.6% | +13.0% | -58.6% | -53.0% |
| YTD | -45.9% | +13.5% | -59.4% | -53.2% |
| 1Y | -15.7% | +20.0% | -35.6% | -32.1% |
| 3Y | -28.0% | +77.2% | -105.2% | -64.5% |
| 5Y | -64.3% | +81.9% | -146.2% | -81.9% |
| All | +34.8% | +221.0% | -186.2% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling