+34.3%
SLMBP vs SPY
+75.1%
-40.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -6.9% | -5.4% | -1.5% | -6.0% |
| 3M | -7.0% | -4.1% | -2.9% | -6.4% |
| 6M | -4.5% | +0.7% | -5.2% | -4.6% |
| YTD | -0.4% | +8.7% | -9.1% | -1.8% |
| 1Y | -1.9% | +10.9% | -12.8% | -3.6% |
| 3Y | +34.3% | +75.0% | -40.7% | +12.1% |
| All | +34.3% | +75.1% | -40.8% | +12.1% |
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 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