+435.7%
SLX vs SPY
+312.5%
+123.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +0.8% | -0.4% | +1.1% | +1.2% |
| 30D | +0.9% | -1.4% | +2.3% | +2.6% |
| 3M | +4.4% | +3.7% | +0.7% | 0.0% |
| 6M | +20.8% | +13.0% | +7.8% | +4.9% |
| YTD | +30.9% | +12.4% | +18.5% | +14.4% |
| 1Y | +60.7% | +18.5% | +42.2% | +32.1% |
| 3Y | +83.1% | +77.6% | +5.5% | -7.7% |
| 5Y | +121.6% | +81.7% | +39.9% | +7.9% |
| 10Y | +435.7% | +319.7% | +116.1% | -25.4% |
| All | +435.7% | +312.5% | +123.2% | -25.4% |
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