+308.3%
SLX vs SPY
+676.6%
-368.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.4% |
| 7D | -3.1% | -2.7% | -0.4% | +0.7% |
| 30D | -6.0% | -5.4% | -0.6% | +1.8% |
| 3M | -11.5% | -4.1% | -7.4% | -6.1% |
| 6M | -11.3% | +0.7% | -12.0% | -12.4% |
| YTD | +13.5% | +8.7% | +4.8% | +0.1% |
| 1Y | +26.2% | +10.9% | +15.3% | +8.0% |
| 3Y | +56.3% | +75.0% | -18.7% | -34.0% |
| 5Y | +112.3% | +67.8% | +44.5% | -7.0% |
| 10Y | +311.6% | +312.9% | -1.3% | -59.0% |
| All | +308.3% | +676.6% | -368.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling