-58.8%
SRL vs SPY
+311.8%
-370.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | -8.1% | -0.9% | -7.2% | -7.7% |
| 30D | -20.6% | -2.4% | -18.2% | -19.6% |
| 3M | -34.6% | -1.2% | -33.4% | -34.2% |
| 6M | -37.8% | +3.3% | -41.1% | -38.7% |
| YTD | -54.9% | +12.3% | -67.1% | -57.3% |
| 1Y | -33.9% | +12.4% | -46.4% | -37.5% |
| 3Y | -6.0% | +78.8% | -84.8% | -29.8% |
| 5Y | -60.9% | +75.2% | -136.0% | -70.7% |
| 10Y | -58.8% | +311.1% | -369.9% | -83.0% |
| All | -58.8% | +311.8% | -370.5% | -83.0% |
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