-100.0%
SLS vs SPY
+714.6%
-814.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +16.9% | +0.1% | +16.8% | +17.0% |
| 3M | +53.3% | +2.0% | +51.3% | +51.6% |
| 6M | +150.2% | +13.0% | +137.2% | +131.6% |
| YTD | +267.6% | +13.5% | +254.1% | +238.7% |
| 1Y | +678.7% | +20.0% | +658.7% | +588.8% |
| 3Y | +824.0% | +77.2% | +746.8% | +505.8% |
| 5Y | +45.9% | +81.9% | -36.0% | -3.1% |
| 10Y | -99.9% | +314.1% | -413.9% | -100.0% |
| All | -100.0% | +714.6% | -814.6% | -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 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