+102.8%
SLVO vs SPY
+307.0%
-204.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -5.2% | +2.6% | -7.8% | -6.0% |
| 30D | -11.2% | -2.0% | -9.2% | -10.5% |
| 3M | -18.9% | -2.8% | -16.1% | -18.0% |
| 6M | -27.4% | +2.1% | -29.6% | -27.7% |
| YTD | -14.9% | +11.5% | -26.4% | -17.4% |
| 1Y | -6.5% | +13.5% | -20.0% | -9.7% |
| 3Y | +85.4% | +77.7% | +7.7% | +57.8% |
| 5Y | +63.7% | +72.6% | -8.9% | +39.0% |
| All | +102.8% | +307.0% | -204.2% | +48.6% |
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 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