+1,012.6%
SLM vs SPY
+2,954.7%
-1,942.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -42.4% |
| 3Y | +21.6% | +75.0% | -53.4% | -35.3% |
| 5Y | +3.2% | +67.8% | -64.6% | -41.8% |
| 10Y | +181.3% | +312.9% | -131.6% | -43.1% |
| All | +1,012.6% | +2,954.7% | -1,942.1% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling