+209.3%
SLVP vs SPY
+307.0%
-97.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -7.6% | +2.6% | -10.2% | -9.1% |
| 30D | -8.2% | -2.0% | -6.2% | -6.8% |
| 3M | -19.1% | -2.8% | -16.3% | -17.3% |
| 6M | -28.4% | +2.1% | -30.6% | -28.7% |
| YTD | -13.5% | +11.5% | -25.0% | -17.8% |
| 1Y | +8.1% | +13.5% | -5.3% | +1.9% |
| 3Y | +264.7% | +77.7% | +187.0% | +170.6% |
| 5Y | +106.7% | +72.6% | +34.1% | +53.0% |
| All | +209.3% | +307.0% | -97.7% | +83.7% |
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