+215.9%
SLRC vs SPY
+822.0%
-606.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +1.5% | -2.7% | +4.3% | +3.5% |
| 30D | +3.3% | -5.4% | +8.7% | +7.5% |
| 3M | -6.3% | -4.1% | -2.2% | -3.5% |
| 6M | -11.0% | +0.7% | -11.7% | -11.7% |
| YTD | -17.3% | +8.7% | -26.0% | -22.6% |
| 1Y | -13.4% | +10.9% | -24.3% | -20.2% |
| 3Y | +8.5% | +75.0% | -66.5% | -29.7% |
| 5Y | +2.7% | +67.8% | -65.1% | -32.1% |
| 10Y | +54.0% | +312.9% | -258.9% | -49.5% |
| All | +215.9% | +822.0% | -606.0% | -44.1% |
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