+100.3%
SLSR vs SPY
+78.7%
+21.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -1.4% | +3.3% | -4.7% | -5.7% |
| 30D | +6.0% | -2.7% | +8.7% | +10.2% |
| 3M | -13.2% | -1.7% | -11.4% | -10.8% |
| 6M | -36.8% | +3.1% | -39.9% | -38.4% |
| YTD | -13.3% | +11.9% | -25.2% | -23.3% |
| 1Y | 0.0% | +12.0% | -12.0% | -11.5% |
| All | +100.3% | +78.7% | +21.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling