+62.9%
SLVM vs SPY
+86.8%
-23.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 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% | -7.8% |
| 6M | -21.1% | +13.0% | -34.1% | -29.5% |
| YTD | -22.9% | +13.5% | -36.4% | -31.5% |
| 1Y | -16.0% | +20.0% | -36.0% | -29.3% |
| 3Y | -5.8% | +77.2% | -83.0% | -43.3% |
| All | +62.9% | +86.8% | -23.9% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling