+370.6%
SLX vs SPY
+711.5%
-340.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | -0.7% | +2.0% | -2.7% | -3.6% |
| 6M | +15.9% | +13.0% | +2.8% | -3.2% |
| YTD | +30.8% | +13.5% | +17.2% | +8.4% |
| 1Y | +59.9% | +20.0% | +39.9% | +22.2% |
| 3Y | +75.5% | +77.2% | -1.7% | -27.0% |
| 5Y | +116.4% | +81.9% | +34.6% | -16.1% |
| 10Y | +412.2% | +314.1% | +98.1% | -48.4% |
| All | +370.6% | +711.5% | -340.8% | -80.7% |
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 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