-98.1%
SLQT vs SPY
+180.9%
-279.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -4.6% |
| 7D | -6.7% | -0.8% | -6.0% | -5.3% |
| 30D | -29.0% | -1.1% | -27.9% | -27.8% |
| 3M | -45.5% | +3.9% | -49.3% | -49.6% |
| 6M | -24.7% | +13.6% | -38.3% | -40.7% |
| YTD | -64.5% | +12.7% | -77.2% | -71.2% |
| 1Y | -76.2% | +17.5% | -93.7% | -82.1% |
| 3Y | -61.2% | +76.9% | -138.1% | -87.4% |
| 5Y | -96.2% | +83.6% | -179.7% | -98.7% |
| All | -98.1% | +180.9% | -279.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling