-99.9%
SLS vs SPY
+312.9%
-412.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.5% | +6.6% |
| 7D | -13.0% | -2.7% | -10.3% | -10.4% |
| 30D | -25.6% | -5.4% | -20.2% | -21.3% |
| 3M | -28.0% | -4.1% | -23.9% | -24.8% |
| 6M | +63.5% | +0.7% | +62.8% | +65.0% |
| YTD | +123.3% | +8.7% | +114.7% | +112.9% |
| 1Y | +419.8% | +10.9% | +408.9% | +387.3% |
| 3Y | +768.0% | +75.0% | +693.0% | +453.6% |
| 5Y | -10.0% | +67.8% | -77.8% | -40.3% |
| All | -99.9% | +312.9% | -412.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling