+80.8%
SLVM vs SPY
+78.7%
+2.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | +0.3% | +18.8% | +18.8% |
| 7D | +22.1% | -2.7% | +24.8% | +25.1% |
| 30D | +24.0% | -5.4% | +29.3% | +30.1% |
| 3M | +5.7% | -4.1% | +9.8% | +9.6% |
| 6M | -9.9% | +0.7% | -10.6% | -10.8% |
| YTD | -14.4% | +8.7% | -23.1% | -21.0% |
| 1Y | -4.3% | +10.9% | -15.2% | -13.5% |
| 3Y | -3.0% | +75.0% | -78.0% | -40.9% |
| 5Y | +60.9% | +67.8% | -6.9% | +0.6% |
| All | +80.8% | +78.7% | +2.0% | +11.4% |
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