-40.0%
SRL vs SPY
+318.9%
-358.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | 0.0% | -2.0% | +2.0% | +1.0% |
| 30D | -4.4% | -1.7% | -2.8% | -3.7% |
| 3M | -8.0% | +4.7% | -12.7% | -10.0% |
| 6M | -36.0% | +12.5% | -48.5% | -39.5% |
| YTD | -34.0% | +11.7% | -45.8% | -37.6% |
| 1Y | +7.8% | +17.5% | -9.6% | -0.3% |
| 3Y | -6.8% | +76.6% | -83.4% | -30.3% |
| 5Y | -47.0% | +82.0% | -129.0% | -61.3% |
| All | -40.0% | +318.9% | -358.9% | -76.2% |
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 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