+106.4%
SLM vs SPY
+80.4%
+26.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +22.1% | +2.0% | +20.2% | +19.5% |
| 6M | +40.3% | +13.0% | +27.3% | +22.5% |
| YTD | +1.8% | +13.5% | -11.7% | -11.3% |
| 1Y | -12.9% | +20.0% | -32.8% | -28.6% |
| All | +106.4% | +80.4% | +26.0% | +8.6% |
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