-99.3%
SLMT vs SPY
+97.3%
-196.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +8.9% |
| 7D | +1.5% | -0.9% | +2.5% | +3.7% |
| 30D | +4.1% | -2.4% | +6.5% | +9.7% |
| 3M | -15.6% | -1.2% | -14.5% | -12.0% |
| 6M | -49.1% | +3.3% | -52.4% | -50.0% |
| YTD | -82.4% | +12.3% | -94.6% | -84.3% |
| 1Y | -95.5% | +12.4% | -108.0% | -95.9% |
| 3Y | -94.8% | +78.8% | -173.6% | -96.9% |
| All | -99.3% | +97.3% | -196.7% | -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