-5.8%
SLS vs SPY
+72.2%
-78.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.0% |
| 7D | -5.6% | -0.6% | -5.0% | -4.3% |
| 30D | -28.2% | -3.7% | -24.5% | -24.0% |
| 3M | -24.2% | -2.7% | -21.4% | -20.8% |
| 6M | +67.1% | +2.2% | +64.9% | +65.9% |
| YTD | +122.0% | +10.8% | +111.2% | +102.1% |
| 1Y | +458.0% | +11.2% | +446.8% | +405.9% |
| 3Y | +819.8% | +76.5% | +743.3% | +349.8% |
| 5Y | -5.8% | +72.9% | -78.8% | -53.8% |
| All | -5.8% | +72.2% | -78.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling