-18.8%
SLTY vs SPY
+16.8%
-35.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | -1.6% |
| 7D | -0.7% | -4.7% | +4.0% | -4.1% |
| 30D | -3.4% | -5.9% | +2.5% | -7.7% |
| 3M | -0.5% | -4.5% | +4.0% | -3.7% |
| 6M | -4.6% | +1.8% | -6.4% | -2.0% |
| YTD | -7.6% | +8.3% | -15.9% | +1.1% |
| 1Y | -8.3% | +9.3% | -17.6% | +1.8% |
| All | -18.8% | +16.8% | -35.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling