-99.2%
SLMT vs SPY
+97.5%
-196.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.6% |
| 7D | -2.6% | -0.4% | -2.3% | -2.0% |
| 30D | -7.0% | -1.4% | -5.7% | -4.8% |
| 3M | -26.1% | +3.7% | -29.9% | -29.9% |
| 6M | -68.1% | +13.0% | -81.1% | -72.9% |
| YTD | -80.2% | +12.4% | -92.6% | -82.8% |
| 1Y | -93.8% | +18.5% | -112.3% | -94.6% |
| 3Y | -97.3% | +77.6% | -175.0% | -98.4% |
| All | -99.2% | +97.5% | -196.8% | -99.6% |
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 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