+286.2%
SLSR vs SPY
+147.1%
+139.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +4.2% |
| 7D | +2.1% | +0.5% | +1.5% | +1.3% |
| 30D | +5.0% | -0.9% | +5.9% | +6.3% |
| 3M | -4.4% | +3.9% | -8.3% | -8.6% |
| 6M | -9.9% | +14.5% | -24.4% | -22.9% |
| YTD | +5.6% | +12.9% | -7.3% | -7.9% |
| 1Y | +63.5% | +19.4% | +44.1% | +33.3% |
| 3Y | +113.2% | +78.5% | +34.7% | +4.2% |
| 5Y | -12.7% | +81.8% | -94.5% | -59.1% |
| All | +286.2% | +147.1% | +139.1% | +23.2% |
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