+227.8%
SLRC vs SPY
+863.3%
-635.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | -2.1% | +2.0% | -4.1% | -3.6% |
| 6M | -10.1% | +13.0% | -23.1% | -18.1% |
| YTD | -14.2% | +13.5% | -27.8% | -22.1% |
| 1Y | -16.4% | +20.0% | -36.4% | -27.2% |
| 3Y | +11.0% | +77.2% | -66.1% | -28.5% |
| 5Y | +11.3% | +81.9% | -70.6% | -30.8% |
| 10Y | +55.7% | +314.1% | -258.3% | -49.0% |
| All | +227.8% | +863.3% | -635.5% | -43.8% |
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