-99.4%
SLMT vs SPY
+95.5%
-194.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | -1.6% |
| 7D | +2.4% | +0.1% | +2.4% | +2.9% |
| 30D | -3.8% | -3.3% | -0.4% | +3.0% |
| 3M | -27.0% | -2.4% | -24.6% | -22.3% |
| 6M | -54.3% | +2.6% | -56.8% | -54.6% |
| YTD | -84.2% | +11.2% | -95.5% | -85.7% |
| 1Y | -96.1% | +13.4% | -109.5% | -96.5% |
| 3Y | -95.6% | +79.9% | -175.5% | -97.4% |
| All | -99.4% | +95.5% | -194.9% | -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 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