+208.2%
SLVP vs SPY
+81.8%
+126.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +5.1% | +0.5% | +4.5% | +4.6% |
| 30D | +11.4% | -0.9% | +12.3% | +12.5% |
| 3M | +27.9% | +3.9% | +24.0% | +24.1% |
| 6M | +1.5% | +14.5% | -13.0% | -8.6% |
| YTD | +18.0% | +12.9% | +5.1% | +7.8% |
| 1Y | +71.7% | +19.4% | +52.3% | +50.6% |
| 3Y | +360.4% | +78.5% | +282.0% | +194.1% |
| 5Y | +208.2% | +81.8% | +126.4% | +83.1% |
| All | +208.2% | +81.8% | +126.4% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling