-16.0%
SLVM vs SPY
+20.8%
-36.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -6.0% | +2.0% | -8.0% | -7.0% |
| 6M | -21.1% | +13.0% | -34.1% | -27.1% |
| YTD | -22.9% | +13.5% | -36.4% | -29.0% |
| 1Y | -16.0% | +20.0% | -36.0% | -24.6% |
| All | -16.0% | +20.8% | -36.9% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling