-100.0%
SLS vs SPY
+677.2%
-777.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.4% | -9.4% | -10.4% |
| 7D | -22.4% | -4.7% | -17.7% | -19.1% |
| 30D | -30.5% | -5.9% | -24.6% | -26.7% |
| 3M | -33.6% | -4.5% | -29.0% | -30.7% |
| 6M | +61.8% | +1.8% | +60.0% | +61.9% |
| YTD | +109.0% | +8.3% | +100.7% | +100.7% |
| 1Y | +369.0% | +9.3% | +359.7% | +347.1% |
| 3Y | +720.8% | +74.9% | +646.0% | +448.2% |
| 5Y | -15.8% | +67.3% | -83.1% | -40.4% |
| 10Y | -99.9% | +311.6% | -411.4% | -99.9% |
| All | -100.0% | +677.2% | -777.2% | -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