+118.0%
SLM vs SPY
+311.8%
-193.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.7% |
| 7D | -9.5% | -0.9% | -8.6% | -8.6% |
| 30D | -26.3% | -2.4% | -23.9% | -24.3% |
| 3M | -37.4% | -1.2% | -36.3% | -36.5% |
| 6M | -21.4% | +3.3% | -24.7% | -24.1% |
| YTD | -36.4% | +12.3% | -48.7% | -43.9% |
| 1Y | -35.5% | +12.4% | -47.9% | -43.1% |
| 3Y | +21.1% | +78.8% | -57.7% | -35.2% |
| 5Y | +2.7% | +75.2% | -72.5% | -43.5% |
| 10Y | +118.0% | +311.1% | -193.1% | -59.4% |
| All | +118.0% | +311.8% | -193.8% | -59.4% |
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