+31.7%
SLYV vs SPY
+72.1%
-40.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.2% | +2.6% | -0.4% | -0.3% |
| 30D | +4.2% | -2.0% | +6.1% | +6.1% |
| 3M | -4.6% | -2.8% | -1.8% | -2.1% |
| 6M | +6.1% | +2.1% | +4.0% | +3.6% |
| YTD | +18.4% | +11.5% | +6.9% | +6.0% |
| 1Y | +22.7% | +13.5% | +9.2% | +8.0% |
| 3Y | +62.6% | +77.7% | -15.1% | -7.1% |
| All | +31.7% | +72.1% | -40.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling