+58.1%
SLJY vs SPY
+20.2%
+37.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -1.1% |
| 7D | -2.3% | -0.8% | -1.5% | -1.0% |
| 30D | +2.0% | -1.1% | +3.0% | +4.0% |
| 3M | +12.5% | +3.9% | +8.6% | +5.5% |
| 6M | -8.7% | +13.6% | -22.3% | -24.4% |
| YTD | +10.3% | +12.7% | -2.4% | -7.5% |
| 1Y | +38.6% | +17.5% | +21.1% | +13.5% |
| All | +58.1% | +20.2% | +37.9% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling