-98.0%
SLQT vs SPY
+183.0%
-281.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.7% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | -22.4% | +0.1% | -22.5% | -22.9% |
| 3M | -46.2% | +2.0% | -48.2% | -48.2% |
| 6M | -32.5% | +13.0% | -45.5% | -46.2% |
| YTD | -62.0% | +13.5% | -75.5% | -69.5% |
| 1Y | -74.7% | +20.0% | -94.7% | -81.7% |
| 3Y | -56.8% | +77.2% | -134.0% | -85.9% |
| 5Y | -95.6% | +81.9% | -177.4% | -98.5% |
| All | -98.0% | +183.0% | -281.0% | -99.5% |
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