+77.0%
SLVM vs SPY
+84.0%
-7.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +16.6% | +3.3% | +13.3% | +13.2% |
| 30D | +19.9% | -2.7% | +22.6% | +22.5% |
| 3M | +1.7% | -1.7% | +3.5% | +3.1% |
| 6M | -0.4% | +3.1% | -3.5% | -3.5% |
| YTD | -16.2% | +11.9% | -28.1% | -24.7% |
| 1Y | -13.8% | +12.0% | -25.8% | -22.8% |
| 3Y | -9.7% | +78.2% | -87.9% | -46.0% |
| 5Y | +39.0% | +73.2% | -34.3% | -15.4% |
| All | +77.0% | +84.0% | -7.0% | +6.1% |
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 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