+204.8%
SLVP vs SPY
+304.1%
-99.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.3% |
| 7D | +10.4% | -0.6% | +10.9% | +10.9% |
| 30D | -9.8% | -3.7% | -6.1% | -7.3% |
| 3M | -14.3% | -2.7% | -11.6% | -12.5% |
| 6M | -17.7% | +2.2% | -19.9% | -18.0% |
| YTD | -6.9% | +10.8% | -17.8% | -11.2% |
| 1Y | +17.6% | +11.2% | +6.4% | +12.1% |
| 3Y | +291.9% | +76.5% | +215.4% | +191.9% |
| 5Y | +128.0% | +72.9% | +55.0% | +68.8% |
| 10Y | +204.8% | +304.8% | -100.0% | +68.8% |
| All | +204.8% | +304.1% | -99.3% | +68.8% |
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