+450.6%
SLS vs SPY
+14.6%
+436.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | -0.4% |
| 7D | -11.9% | -0.7% | -11.2% | -10.5% |
| 30D | -21.4% | -1.0% | -20.4% | -19.2% |
| 3M | -22.6% | -0.3% | -22.3% | -21.5% |
| 6M | +82.1% | +7.3% | +74.7% | +61.7% |
| YTD | +142.4% | +13.3% | +129.1% | +87.3% |
| 1Y | +450.6% | +14.8% | +435.8% | +316.8% |
| All | +450.6% | +14.6% | +436.0% | +316.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling