+163.9%
SLMBP vs SPY
+833.3%
-669.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | +1.4% | +2.0% | -0.6% | +0.4% |
| 6M | +3.7% | +13.0% | -9.3% | -1.6% |
| YTD | +7.5% | +13.5% | -6.1% | +1.7% |
| 1Y | +6.4% | +20.0% | -13.6% | -1.7% |
| 3Y | +57.0% | +77.2% | -20.2% | +21.6% |
| 5Y | +81.9% | +81.9% | 0.0% | +37.3% |
| 10Y | +192.2% | +314.1% | -121.8% | +54.5% |
| All | +163.9% | +833.3% | -669.4% | +3.7% |
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