-96.3%
SLQT vs SPY
+82.3%
-178.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -4.8% |
| 7D | -6.7% | -0.8% | -6.0% | -5.2% |
| 30D | -29.0% | -1.1% | -27.9% | -27.7% |
| 3M | -45.5% | +3.9% | -49.3% | -50.0% |
| 6M | -24.7% | +13.6% | -38.3% | -42.1% |
| YTD | -64.5% | +12.7% | -77.2% | -71.7% |
| 1Y | -76.2% | +17.5% | -93.7% | -82.6% |
| 3Y | -61.2% | +76.9% | -138.1% | -89.2% |
| All | -96.3% | +82.3% | -178.5% | -99.0% |
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