+513.9%
SLYG vs SPY
+730.3%
-216.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +2.4% | +2.6% | -0.2% | -0.3% |
| 30D | +3.6% | -2.0% | +5.6% | +5.8% |
| 3M | -6.7% | -2.8% | -3.9% | -4.0% |
| 6M | +3.3% | +2.1% | +1.2% | +0.9% |
| YTD | +17.7% | +11.5% | +6.2% | +5.1% |
| 1Y | +21.0% | +13.5% | +7.5% | +6.1% |
| 3Y | +58.7% | +77.7% | -19.0% | -12.5% |
| 5Y | +21.9% | +72.6% | -50.7% | -30.5% |
| 10Y | +160.8% | +308.2% | -147.4% | -37.4% |
| All | +513.9% | +730.3% | -216.4% | -32.8% |
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