-13.6%
SLI vs SPY
+213.3%
-227.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.6% |
| 7D | +13.1% | -0.6% | +13.7% | +14.3% |
| 30D | -1.9% | -3.7% | +1.8% | +3.3% |
| 3M | -38.7% | -2.7% | -36.0% | -36.3% |
| 6M | -60.6% | +2.2% | -62.7% | -61.3% |
| YTD | -65.3% | +10.8% | -76.2% | -69.0% |
| 1Y | -56.5% | +11.2% | -67.7% | -61.2% |
| 3Y | -40.8% | +76.5% | -117.3% | -70.8% |
| 5Y | -84.3% | +72.9% | -157.3% | -91.6% |
| All | -13.6% | +213.3% | -227.0% | -70.2% |
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 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