+25.1%
SLJY vs SPY
+18.9%
+6.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.6% |
| 7D | -6.4% | +2.6% | -9.0% | -10.4% |
| 30D | -6.0% | -2.0% | -4.1% | -2.8% |
| 3M | -17.7% | -2.8% | -15.0% | -13.5% |
| 6M | -28.2% | +2.1% | -30.3% | -30.0% |
| YTD | -12.7% | +11.5% | -24.2% | -25.4% |
| 1Y | +3.5% | +13.5% | -9.9% | -13.2% |
| All | +25.1% | +18.9% | +6.2% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling