-11.6%
SLVX vs SPY
+12.1%
-23.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.9% |
| 7D | +1.2% | -0.4% | +1.6% | +2.1% |
| 30D | +6.8% | -1.4% | +8.1% | +10.5% |
| 3M | +17.3% | +3.7% | +13.6% | +7.3% |
| 6M | -17.5% | +13.0% | -30.5% | -35.2% |
| All | -11.6% | +12.1% | -23.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling