+135.5%
SLVO vs SPY
+312.5%
-177.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | +4.9% | -1.4% | +6.3% | +5.4% |
| 3M | +6.4% | +3.7% | +2.6% | +5.2% |
| 6M | -3.5% | +13.0% | -16.5% | -6.9% |
| YTD | +10.3% | +12.4% | -2.1% | +6.6% |
| 1Y | +36.3% | +18.5% | +17.7% | +29.7% |
| 3Y | +135.3% | +77.6% | +57.6% | +99.6% |
| 5Y | +116.7% | +81.7% | +35.1% | +81.1% |
| 10Y | +135.5% | +319.7% | -184.2% | +61.8% |
| All | +135.5% | +312.5% | -177.0% | +61.8% |
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