+3.5%
SLM vs SPY
+67.4%
-63.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | -4.8% | -2.7% | -2.1% | -1.7% |
| 30D | -25.0% | -5.4% | -19.6% | -20.0% |
| 3M | -37.9% | -4.1% | -33.8% | -34.7% |
| 6M | -24.0% | +0.7% | -24.7% | -24.5% |
| YTD | -36.3% | +8.7% | -45.0% | -42.0% |
| 1Y | -35.3% | +10.9% | -46.2% | -42.5% |
| 3Y | +21.6% | +75.0% | -53.4% | -36.4% |
| All | +3.5% | +67.4% | -63.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling