+227.1%
SLSR vs SPY
+142.5%
+84.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.9% |
| 30D | +4.4% | -3.7% | +8.1% | +9.9% |
| 3M | -13.6% | -2.7% | -10.8% | -10.1% |
| 6M | -30.0% | +2.2% | -32.2% | -31.0% |
| YTD | -10.5% | +10.8% | -21.4% | -19.8% |
| 1Y | -0.6% | +11.2% | -11.8% | -11.1% |
| 3Y | +106.7% | +76.5% | +30.2% | +3.2% |
| 5Y | -28.7% | +72.9% | -101.6% | -64.1% |
| All | +227.1% | +142.5% | +84.5% | +7.3% |
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